|
|
| Discuss Relative Strength at the Technical Analysis within the Traderji.com - Discussion forum for Stocks Commodities & Forex; Hi Avi, Tnx for the links. Good ones. ss... |
|
|||||||
| Notices |
| Technical Analysis Discussion of all the principles involved in technical analysis. |
 |
|
|
Thread Tools |
|
#22
10th June 2007, 12:12 AM
|
|||
|
|||
Re: Relative Strength
My pleasure!
|
|
#23
10th June 2007, 01:40 AM
|
|||
|
|||
|
Re: Relative Strength
Thanks for the links BAV, but how to calculate ERS?
Would this be a valid method i) Find ROC for all stocks over specified period ii) Find highest value of the ROC iii) For a particular security, divide it's ROC by the value in (ii) to get ERS Use stocks with ERS at or near 1 for long and those with ERS at or near -1 for shorts (after checking ob/os levels for same period) or Plot ERS values over a specified no. of bars and use ones with rising ERS for longs & falling ERS for shorts. Regards, Kalyan.
|
|
#24
10th June 2007, 02:57 AM
|
|||
|
|||
|
Re: Relative Strength
Quote:
|
|
#25
10th June 2007, 05:33 AM
|
|||
|
|||
|
Re: Relative Strength
Just a sidenote on the interesting thread.When doing this type of analysis its important to do a "Time Window" analysis, a generic view is not very conclusive.Price structure and correlations vary amidst Market Cycles.
|
|
#27
17th August 2007, 05:23 PM
|
|||
|
|||
|
Re: Relative Strength
Took my life out and made me break my head on coding, but finally, I was able to interlink securities to a common comparable base against the sectoral + other indices, and sectoral and other popular indices against the nifty. Learnt quite a bit on coding and problem solving and hopefully will all add up in the end. BAV once said the process of creating indices and comparing them is significantly simpler in wealth lab, compared with metastock. Anyway, hope this does for the time being.
CV, can you please explain what a "time-window analysis" is? Thanks.
|
|
#28
17th August 2007, 05:39 PM
|
|||
|
|||
|
Re: Relative Strength
Quote:
Its just a fancy name for partioning your data into sets and then doing the analysis to account for effect of seasonality.In terms of backtesting, it refers to changing Start Dates for testing to gauge effect on strategy performance. Rgds
|
|
#29
17th August 2007, 05:40 PM
|
|||
|
|||
|
Re: Relative Strength
And between, in Tradestation or Neoticker you could have done the RS study in a jiffy without much coding
|
|
#30
17th August 2007, 05:40 PM
|
|||
|
|||
|
Re: Relative Strength
Quote:
|
| Sponsored Links |
|
|
|
| Bookmarks |
| Thread Tools | |
|
|
Similar Threads for: Relative Strength
|
||||
| Thread | Thread Starter | Forum | Replies | Last Post |
| Relative Strength Ranking | TradersEdge | Equities | 15 | 9th July 2005 06:23 PM |
| Relative Strength comparision | sachin divase | Technical Analysis | 1 | 13th March 2005 07:58 PM |
| Relative Strength Index (RSI) | MasterTrader | Technical Analysis | 0 | 5th March 2005 10:45 AM |
| External Relative Strength | TradersEdge | Technical Analysis | 0 | 11th July 2004 11:35 AM |
Indemnity, Disclaimer & Disclosure
Notice:
• By visiting Traderji.com you indicate your acceptance of our Forum
Rules Disclaimer & Disclosure and indemnify Traderji.com, its
associates and related parties of all claims howsoever resulting from
the usage of the forum.
• Disclaimer: Trading or investing in stocks & commodities
is a high risk activity. Any action you choose to take in the markets
is totally your own responsibility. Traderji.com will not be liable for
any, direct or indirect, consequential or incidental damages or loss arising out of the use of this information.
• Disclosure: The information in this forum is neither an offer to sell nor solicitation to buy any of the securities mentioned herein.
The writers may or may not be trading in the securities mentioned.
• All names or products mentioned are trademarks or registered trademarks of their respective owners.
General Content Disclaimer Notice:
In light of our policy of encouraging candid, open exchanges of views and the rapid distribution of information originating from many sources, Traderji.com cannot determine the accuracy of information that may be uploaded to the forum. Opinions, advice and all other information expressed by participants in discussions are those of the author. You rely on such information at your own risk. You are urged to seek professional advice for specific, individual situations and not rely solely on advice or opinions given in the discussions. Since Traderji.com is an open and free discussion forum, any comments made by members of this forum in their posts reflect their own views and not of the owner or administrator of Traderji.com. Thus the owner/administrator indemnify themselves of all claims whatsoever and will not be liable or responsible for any members comments/views in this forum Traderji.com. If you find any objectionable or offensive posts made by members of this forum which you would like to bring to our notice for removal then please Contact Us.
