|
PureBytes Links
Trading Reference Links
|
Checkout AmiBroker. Best programmable program and best back tester out
there.
----- 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......
>
> _________________________________________________________________
> Tired of slow downloads? Compare online deals from your local high-speed
> providers now. https://broadband.msn.com
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
>
> Yahoo! Groups Links
>
> To visit your group on the web, go to:
> http://groups.yahoo.com/group/realtraders/
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
> Your use of Yahoo! Groups is subject to:
> http://docs.yahoo.com/info/terms/
>
>
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/zMEolB/TM
---------------------------------------------------------------------~->
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/realtraders/
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|