jgilberAZ
4 posts
msg #106424
- Ignore jgilberAZ |
5/25/2012 11:59:09 PM
You have to make it evaluate all the stocks, but only return one.
To do that, rank them, then add a condition "rank below 2"
That way, it will only return the highest rated stock.
==================================================
symlist(iwm,vwo,vnq,moo,agg,tlt,uup,slv,gld)
set {roc13, weekly roc(13,1)}
add column roc13
sort column 5 descending
set {rIWM, IND(IWM, roc13)}
set {rVWO, IND(VWO, roc13)}
set {rVNQ, IND(VNQ, roc13)}
set {rMOO, IND(MOO, roc13)}
set {rAGG, IND(AGG, roc13)}
set {rTLT, IND(TLT, roc13)}
set {rUUP, IND(UUP, roc13)}
set {rSLV, IND(SLV, roc13)}
set {rGLD, IND(GLD, roc13)}
SET{RANK1A, COUNT(roc13 is above rIWM,1)}
SET{RANK1B, COUNT(roc13 is above rVWO,1)}
SET{RANK1C, COUNT(roc13 is above rVNQ,1)}
SET{RANK1D, COUNT(roc13 is above rMOO,1)}
SET{RANK1E, COUNT(roc13 is above rAGG,1)}
SET{RANK1F, COUNT(roc13 is above rTLT,1)}
SET{RANK1G, COUNT(roc13 is above rUUP,1)}
SET{RANK1H, COUNT(roc13 is above rSLV,1)}
SET{RANK1I, COUNT(roc13 is above rGLD,1)}
SET{ST1, RANK1A + RANK1B}
SET{ST2, RANK1C + RANK1D}
SET{ST3, RANK1E + RANK1F}
SET{ST4, RANK1G + RANK1H}
set {ST5, ST1 + ST2}
set {ST6, ST3 + ST4}
set {ST7, ST5 + ST6}
set {RANKTOT, ST7 + RANK1I}
SET{RANK, 9 - RANKTOT}
ADD COLUMN SEPARATOR
ADD COLUMN RANK {current rank}
ADD COLUMN SEPARATOR
rank below 2
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mahkoh
1,065 posts
msg #106432
- Ignore mahkoh |
5/26/2012 4:52:09 PM
That does the trick. Results leave to be desired, although discarding SLV makes a big improvement.
For someone who's at his fifth SF post you sure know your syntaxes.
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jackmack
334 posts
msg #106458
- Ignore jackmack |
5/30/2012 7:52:54 AM
It appears that both the original filter and ROC are now a move out of S&P.
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jackmack
334 posts
msg #106553
- Ignore jackmack |
6/7/2012 8:38:19 AM
Kevin - I hope everything is okay as I have not seen an update to your new web site since the 11 May 2012 update.
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Kevin_in_GA
4,599 posts
msg #106554
- Ignore Kevin_in_GA |
6/7/2012 11:49:58 AM
That was a glitch - I had updated the main page on 28 May but for some reason it did not update the online page. Anyway, the call was to move 100% into bonds (all systems, including the XLU-XLI timing system, point to a strongly defensive position going into June).
Web page has been fixed. Thanks for pointing it out.
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jackmack
334 posts
msg #106840
- Ignore jackmack |
6/29/2012 4:43:36 PM
Wow - what a pop over.
Now IWM followed by SPY and out of SHY.
Never got to pull the trigger but I guess to follow the model I will need to Monday.
Thanks Kevin
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Kevin_in_GA
4,599 posts
msg #106843
- Ignore Kevin_in_GA |
6/29/2012 6:30:02 PM
No. The three month ROC (this is the system I use and the one that is on my web site) say to firmly remain in AGG.
Also, the last filter I posted here using 14 week ROC also clearly says to stay in bonds:
I don't want you to misinterpret this. Stay in BONDS or you are following your own system and not this one.
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jackmack
334 posts
msg #106868
- Ignore jackmack |
7/2/2012 11:37:03 AM
10-4
Okay - I though the first filter on page one was the primary filter as it was the closest to matching the ETFReplay 100-0-0 weighting settings.
Thank you
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tennisplayer2
210 posts
msg #107316
- Ignore tennisplayer2 |
8/1/2012 8:36:14 AM
Kevin, for August, it seems like all systems are still on the defensive. Is that correct? I tried checking your website, but it hasn't been updated since July 1st. I hope that you continue to update the website. Thanks for your willingness to help others and also a great job with the filters.
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tennisplayer2
210 posts
msg #107317
- Ignore tennisplayer2 |
8/1/2012 8:39:30 AM
Kevin, please disregard last post. I just read your update, many THANKS.
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