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Since I started with mechanical investing first, and then bought MS, I was *very* surprised that it is not possible to analyse hundreds or even thousands of stocks in comparison to each other.
For example:
Take all NASDAQ stocks, => about 6000
select those 10% of the stocks with the best ROC(C,252,%), => 600
take those with the best LinRegSlope(log(C),126) minus 2*projected Stdev, => 60
take those that had a HHV(H,10) => ?
check those for some trailing buy stops to determine if they are a buy...
Take your sell rules...
Take both and do a system-test for the latest 5 years, to evaluate this approach.
Take above mentioned variables (10%, ROC-lookback, etc.) to do an optimization.
Perhaps this is possible, but I cannot see???
Bodo
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