Ranking performance - Trading Software

Ranking performance

allan nathan
2013-01-22 18:24:58

Hi,
Is it possible to set up a system where the entry is based on buying the strongest stocks over the last 25 days?
Did I do it correctly in the example?

a = close; // Stock value

a1 = perf(a, 25); // Performance of stock for the last month

strength=a1;

buy = strength > 0 and close > 5; // Buy only stocks that are poitive performance
SetSimLongRank(ratio); // Rank stocks by their performance

allan nathan
2013-01-22 18:27:31

correction..i should have written
SetSimlong(strength);

QuantShare
2013-01-23 09:12:22

Exact

allan nathan
2013-01-25 23:02:10

If I wanted to also include stocks with negative 25 day performance,and would also like to optimize as well,is this formula correct?
Am I correct that this formula selects the strongest x stocks that had returns between -18 and 50 for the past 25 days?

a = close; // Stock value
Optimize( "level", -18,50,4 );

a1 = perf(a,25); // Performance of stock for the last month

strength=a1;

buy = strength > level and close > 5; // Buy only stocks with 25 day perf between -18 and 50
SetSimLongRank(strength); // Rank stocks by their performance

QuantShare
2013-01-26 09:56:31

=> If I wanted to also include stocks with negative 25 day performance,and would also like to optimize as well,is this formula correct?

For negative performance, you can use:
SetSimLongRank(-ratio);

=> The formula you provided is correct. It will create a trading system and optimize it by varying the value of "level" from -18 to 50.

Get more messages

No more messages

Back


Trading Items Super Stock Screener Ranking System Sharpe Ratio Ranking System to Lower Trading Strategies Volatilit... RSI(3) Ranking System Intraday Trading System with Daily Ranking Annual Performance of Major Indices	How-to Lessons How to improve the performance of QuantShare databases? How to plot the relative performance of several stocks/indices How to import trades into a portfolio How to create and trade a Neural Network model How to perform a basic quantitative analysis using the S&P 500
Related Forum Threads Need Simple Example of Ranking Stocks Implemented in Trading Syst... Ranking System with Trading System Help, Revisited Ranking systems Multi-line formula in Ranking system node .. Ranking System Manager and Simulator yield very different results	Blog Posts Improve your trading system performance by ranking stocks Speed Up Optimizations by Saving Ranking Data into a Custom Datab... New Ranking and Percentile Composite Functions How to Backtest an Intraday Stock Trading System with EOD Ranking 6 techniques to improve the performance of your stock trading str...