|
Here's a quote I was just reading this
morning from a presentation to be made here in Houston..... What
causes price movements?
Market 31%
Sector 49%
Stock 20%
The sector relative strength/rotation
strategy worked very successfully with mutual funds, say the Fidelity
Selects, in years past but I've not seen as much success with this
approach lately in Profunds sectors nor with stocks. If
fact a better strategy with Ultra Profunds is to take
the approach of buying the funds that are beaten down.
HTH
Joe
----- Original Message -----
Sent: Thursday, May 04, 2006 7:09
AM
Subject: Re: [amibroker] Backtesting
question for TC2000 users
That sounds logical, but consider.... In many cases,
(I've seen a bunch
of 'em) there are situations where there are very
strong stock price up
movements, in sectors where the overall price
movement is down. Lots of
times, these are stocks that are VERY
strong.
I like the old saw.. rising tides,......lift all
boats.. but I'm not
willing to overlook the
airplanes.
Millowena
On Thu, 04 May 2006 10:44:28 -0000 "polomorabe"
<paul.moore@xxxxxxxxxx>
writes:
> Hello
>
> I've
been reading through some of the recent backtesting posts
>
here,
> and a thought struck me. Has anyone used backtesting in
conbination
> with TC2000's MG industry groups? This would be a two-tier
approach
> as
> follows:
>
> 1. On the weekly
timeframe, scan the groups and filter the 10 with,
> for example, the
highest RSI.
>
> 2. Run a separate backtest scan, for example,
MACD crossovers, that
> only uses the stock tickers belonging to the
groups obtained in step
> 1.
>
> I was thinking that
backtesting using stocks from the best industry
> groups might give
interesting results.
>
> I don't know if this is
possible...
>
> Just musing,
> Paul
>
>
>
>
>
>
> ------------------------ Yahoo!
Groups Sponsor
> --------------------~-->
> You can search
right from your browser? It¿s easy and it¿s free.
> See
how.
> http://us.click.yahoo.com/_7bhrC/NGxNAA/yQLSAA/GHeqlB/TM
>
--------------------------------------------------------------------~->
>
>
> Please note that this group is for discussion between users
only.
>
> To get support from AmiBroker please send an e-mail
directly to
> SUPPORT {at} amibroker.com
>
> For other
support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
SPONSORED LINKS
YAHOO! GROUPS LINKS
|