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You can do this indirectly. run your exploration. You can run the
exploration with a filter that allows only the highest ROC values in the
report.
Another way. Run an exploration that selects only those stocks that have an
roc > 0; export these to Excel and you can easily select the top ones.
Lionel Issen
lissen@xxxxxxxxxxxxxx
----- Original Message -----
From: "Bodo Brochterbeck" <Minotaurus007@xxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, September 27, 2001 3:45 PM
Subject: How to do a large scale technical analysis with MS?
> 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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