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Ian Watts,
How can I do that in AFL?
Have you seen the R-Squared formula at the AFL library - any comment
on that?
Any hints greatly appreciated.
Thanks,
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "Ian Watts" <idw456@xxx> wrote:
>
> A method I use is to fit a least squares line
> to the last 20 or so bars. Then calculate R
> Squared and select the stocks with the highest
> values of R Squared.
>
> Regards
>
> Ian
>
>
> --- In amibroker@xxxxxxxxxxxxxxx,
> "safetrading" <safetrading@> wrote:
> >
> > With every strategy I have used, I have
> always noticed that I get
> > whipsawed out more often with stocks that
> don't flow smoothly and
> > therefore have tried to create a filter that
> does nothing more than
> > find stocks which flow smoothly up and down.
> >
> > The best I have come up with is one that
> simply limits the number of
> > up and down fractals in a given time period.
> While this helps, it
> > does not really produce what I was hoping to
> get.
> >
> > Can anyone offer any help or suggestions with
> this?
> >
> > Thanks,
> >
> > Safetrading
> >
>
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