Radiomuse
288 posts
msg #109856
- Ignore Radiomuse |
1/4/2013 3:45:37 PM
hey Kev - I hardly ever post anymore, but felt compelled to chime in... I've been checking the site at least once a month as well, but like everyone else didn't want to bug you. But definitely think your work is great and look forward to seeing more of it!
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jldelta
16 posts
msg #110311
- Ignore jldelta |
1/18/2013 5:37:26 AM
Btw, Kevin, I also check your excellent site monthly for updates, so am waiting for your overhaul with great interest..
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jackmack
334 posts
msg #110786
- Ignore jackmack |
1/31/2013 8:24:05 AM
Looks like smallies are the flavor for next month ;-)
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Kevin_in_GA
4,599 posts
msg #110787
- Ignore Kevin_in_GA
modified |
1/31/2013 8:26:22 AM
Based on the filter I use (see the bottom of page 40 in this thread) it is actually EFA at the moment.
However, the absolute method is as follows:
Also clearly EFA.
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jackmack
334 posts
msg #110788
- Ignore jackmack |
1/31/2013 8:50:21 AM
Ah - I see it clearly now.
Once again - thank you
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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.
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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,
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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.
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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
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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...
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