Look what this heartless fellow clx head sent me<g>:
Eric,
I spent the whole afternoon looking at the ss, and learned quite a few things. Before getting the ss, I already did
about 6 months of data manually, so I compared the results of the ss with my own calculation. I think I found 2
minor mistakes in the ss, maybe this can count as my two observations :-).
1. In your ss macro, seems when you calculate the clx and clxpp, in the situation where the price change is 0(nc),
you always count the clx as 0 too. But as cheif taught us, it is only 0 when the previous clx is also 0. If
previous clx is not 0, then the nc clx should be the same as previous one, as it is a continuation of previous
trend. For example, in your 4/4/01 data, DIS's price is unchanged, so in the ss the clx is entered as 0 by macro.
But it actually should be down 1 as previous one 4/3/01 is down. This explains why in the ss the result is -10, -3
and I got -11, -4. I don't think this affects the big picture as the nc situation is not common, but it'd be nice to
get everything right.
2. In the ss, the price data for AA seems have some mistake. On 3/27/01, the price change should be 1.81, but you
have 35.81, the absolute price in that cell. Then all the data before 3/27 seems to be shifted and reversed sign.
For instance, 3/26 reads -1.81which should be 1.81 for 3/27. I think this is why our results differ around that
time window. BTW, our results agree perfectly from 4/5 on.
Ok, those are my 2c contributions. Hope it can make your fabulous spreadsheet even better. Thanks again for sharing
your work and let's get more out of this clx stuff together.
Well damn -- ole atom man is right<g>! These can count as observations -- but I'll bet you'll have some good ones if you want to share.
Regarding point 1, "I knew that. Really." Truth is, I forgot about it.
Regarding point 2, I don't know what happened but right again.
So, 1 and 2 are corrected. I've also created a little cheat page. You open the Yahoo personal portfolio, turn it into a spreadsheet, copy it over, turn it from vertical to horizontal, and your done. The entire process took me 3 minutes tonight. The counts are, for the most part, full proff. If you still want to type in the volume and price change on each stock (boring) you can do that.
If you want a copy let me know. If I get many requests, I'll have you pass it along to someone as well.
Take care,
Eric |
