Post #449 by Baltassar on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (16)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 5

FlyingCircus: Very nice work!

I wasn't sure from Tpoto's (welcome back!) discussion whether this method is meant to serve as a bear-catcher or as a free-standing buy-sell screen. It certainly seems worth backtesting in the latter role if anyone can figure out how to do it. I wouldn't have thought Portfolio Visualizer could do it, but I'm by no means familiar with all its capabilities.

It seems to me to bear relation to Mungofitch's "no new high's lately" approach, which he has discussed in varying applications over the years.

Anyway, an interesting way of detecting momentum, or lack thereof.

Baltassar

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (16)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.