Kevin_in_GA
4,599 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:
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
4,599 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
978 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
618 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
|
jackmack
334 posts
msg #111824
- Ignore jackmack |
2/27/2013 12:22:31 PM
Looks like tomorrow will be a move out of EFA and into IWM?
Kevin - is that correct?
|
Kevin_in_GA
4,599 posts
msg #111825
- Ignore Kevin_in_GA |
2/27/2013 12:51:38 PM
YUP - hopefully that fiscal cliff thingy doesn't make the first part of the month ugly.
|
jackmack
334 posts
msg #111826
- Ignore jackmack |
2/27/2013 1:04:48 PM
I've learned that if you turn of CNBlastC - there is no noice - just the charts.
It's kind of nice actually ;-)
Thank you
Cheers
|
Kevin_in_GA
4,599 posts
msg #112041
- Ignore Kevin_in_GA |
3/4/2013 2:35:09 PM
Web site was updated this weekend - I am also looking at an earlier filter from this thread.
Here is a slight variation of it -
Just a simple sum of the one and three month look backs. Both this and the standard three month lookback point to fully investing in US Small Caps (IWM) for March. I am currently 100% in small caps in all of my investment accounts for this month.
|