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Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
dominijanni
msg #122731
2/3/2015 5:52:41 AM

Hi Kevin in GA....you posted the following below. Can you show me which filter this is a variation of?
Do I need to embed this code into the master filter or is this a complete stand alone filter?
Best regards,

Kevin_in_GA
3,417 posts
msg #112041

3/4/2013 2:35:09 PM

Web site was updated this weekend - I am also looking at an earlier filter from this thread.

Here is a slight variation of it -

Submit Fetcher[

symlist(spy,efa,iwm,agg)
set{roc1, roc(21,1)}
set{roc3, roc(63,1)}
set{alpha1a, relative strength(SPY,21)*100}
set{alpha1, alpha1a - 100}
set{alpha3a, relative strength(SPY,63)*100}
set{alpha3, alpha3a - 100}
set{alpha, alpha1 + alpha3}
add column roc1
add column roc3
add column alpha1 {1 month alpha}
add column alpha3 {3 month alpha}
add column alpha {alpha score}
sort on column 9 descending


Filter Exchange · /* THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/
dominijanni
msg #102648
9/21/2011 12:32:34 PM

TRO,

What do you mean when you said...

If you are holding over night, you must do your due diligence.

Do not FRONT RUN earnings!!



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