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----- Original Message -----
From: "Tom Stein" <comfut@xxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Sunday, December 21, 2003 12:32 PM
Subject: [RT] Trading system help
>
>
> Would love any feedback on the following:
>
> I am looking for someone to program an excel formula or suggest software
> that could complete the following tasks:
>
> The system I am trying to set up is basically a "horse race" to rank a
> universe of issues based upon momentum.
>
> Logic is as follows:
>
> 1) % gain of an issue over a time period (todays close-x days ago
close)/x
> days ago close
>
> 2) Compute the values for 4 periods of time: ie: x=5, x=20, x=60, x=120
>
> 3) Assign the values: ie: (x=5)=A, (x=20)=B, (x=60)=C, (x=120)=D
>
> 4) Weight and compute an average of these four values: ie:
> ((A*4)+(B*3)+(C*2)+(D))/10=R
>
> 5) Rank R from highest to lowest of a universe of over 100 issues
>
> I would like to be able to have this system integrate with an EOD data
> downloading service. I only need to run the program once per week to find
> and rank the values of R.
>
> Any help would be greatly appreciated.
>
> Please, respond to the group or contact me directly at comfut@xxxxxxxxxxx
>
> Thank you......
>
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