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All,
Would appreciate a point in the right direction. I would like to take a watch list, filter it on something and then implement trading signals against the remaining stocks. For example, Nasdaq 100 as the watchlist, then narrow the list down to the worst 10 performers over say 10 bars ROC(C, 10) and then implement the buy/short signal against the remaining 10 stocks. Also, how do you get the normalized standard deviation of the those past 10 bars? Not a raw number which would be huge with GOOG and small with lesser priced stock, but more like 1.5, 2.0, 3.0/-1.5, -2.0, -3.0 etc.?
I am not very programming savy and I've tried about everything I can think of with rotational trading and the StDev functions. I tried percentile function as well, but that only applies to issues individually and not as a whole.
Tks KBG
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