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Strategies & Market Trends : Technical Analysis - Beginners
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To: Jan Robert Wolansky who wrote (7471)1/4/1998 12:15:00 PM
From: David Russell Coburn II  Read Replies (1) of 12039
 
Heres something you might try:

**********************************
Output = "yr_2_80.lst"

Exchange Nasdaq
IssueType Common

if (QRS(-500) > 80) and ( AvgVol(-9,-509) => 50000 ) and ( Close(-500) => 2 ) and ( Close(-500) < 30) then
Println Symbol
endif
**********************************

This will give you a set of stocks that were at RS of 80 and above, 9 day simple average volume of 50,000 or more, and price between $2 and $30 as of two years ago. Fill your "system testing" database with these and use a two year period for testing. Obviously you can change it around to go farther back or put in other factors that you may want.

I don't do this but I have had similar thoughts before on testing stocks that were strong now and getting scewed results. This is a legitimate concern if you only use a small amount of data.

The real solution, I believe, is to use as much data as you can get. 5 to 10 years should suffice. This should include down, flat, and rising periods. I would also suggest you look at how the particular system performed during the three different types of movement.

Just a suggestion.

David

PS.Just notice that the thread automatically omits my forward slashes. There should be a forward slash(bottom after top) after each of the and statements.
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