StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 40 41 42 43 44 ... 65 >>Post Follow-up
jldelta
16 posts
msg #110311
Ignore jldelta
1/18/2013 5:37:26 AM

Btw, Kevin, I also check your excellent site monthly for updates, so am waiting for your overhaul with great interest..

jackmack
334 posts
msg #110786
Ignore jackmack
1/31/2013 8:24:05 AM

Looks like smallies are the flavor for next month ;-)

Kevin_in_GA
4,552 posts
msg #110787
Ignore Kevin_in_GA
modified
1/31/2013 8:26:22 AM

Based on the filter I use (see the bottom of page 40 in this thread) it is actually EFA at the moment.

However, the absolute method is as follows:

Fetcher[
symlist(spy,iwm,efa,agg)
offset 10/31/2012
]



Also clearly EFA.

jackmack
334 posts
msg #110788
Ignore jackmack
1/31/2013 8:50:21 AM

Ah - I see it clearly now.
Once again - thank you


Kevin_in_GA
4,552 posts
msg #110884
Ignore Kevin_in_GA
modified
2/1/2013 4:05:42 PM

To make it simple, this will be the filter for February:

Fetcher[
symlist(spy,iwm,efa,agg)
offset 11/30/2012
]



At the end of February, whoever is in the lead in percentage gain is the asset class in which to invest.

sohailmithani
192 posts
msg #111350
Ignore sohailmithani
2/13/2013 12:42:42 PM

Hi Kevin

Just started looking at this strategy and was interested in knowing more.

If I want to test this strategy, would you have the Stock Fetcher testing code? I can also use the Ami Broker code as well. whichever is available?

Also, where can I find the code for Sharpe Filter (The final ne) for the filter as well testing?
Thanks,

Kevin_in_GA
4,552 posts
msg #111353
Ignore Kevin_in_GA
2/13/2013 2:58:41 PM

The code you are looking for is posted on page 40 of this thread.

sohailmithani
192 posts
msg #111355
Ignore sohailmithani
2/13/2013 4:38:47 PM

Kevin

Would you have the code for SF Backtesting for the same filter on pg 40 please?

Thanks

miketranz
716 posts
msg #111356
Ignore miketranz
2/13/2013 4:53:40 PM

Kevin,what you're basically doing is going long based on the highest sector RSI,last day of the month,holding till the end of the month? What are the percentage probabilities?Miketranz...

glgene
534 posts
msg #111390
Ignore glgene
2/14/2013 1:42:50 PM

Kevin,

I have read all 42 pgs. of this thread. The Stockfetcher scripting talent by you and others constantly amazes me! Some day, I will be able to add more to this board. I have posted in the past, but not lately. That will change.

That said, Kevin, could you repost your current TAA script. I know it has evolved over time, and it would be a treat to see your most recent script, to make sure I'm "on the right page."

Thanks for all your contributions! You are rich in talent.

Gene

StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 40 41 42 43 44 ... 65 >>Post Follow-up

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