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Profile: 0002ct
User Name: 0002ct
Groups: Gold User, Member, TeleChart
Rank: Registered User
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Joined: Thursday, November 19, 2015
Last Visit: Thursday, January 17, 2019 9:13:07 AM
Number of Posts: 444
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Last 10 Posts
Topic: Lake Ratio
Posted: Tuesday, January 08, 2019 9:11:14 PM

Ok, thank you.

Topic: Lake Ratio
Posted: Tuesday, January 08, 2019 3:02:19 PM


Is it possible to do something like a Lake Ratio? An adequate description for a version of this ratio comes from another place.

"Take daily equity values E(i) and calculate the data series P(i), the "peaks", defined as
P(i) = MAX(E(n)) for n=1 to n=i
Then calcuate two numbers, WATER and EARTH:
WATER = SUM( P(j) - E(j) ) for j=1 to ndays
EARTH = SUM( E(k) ) for k=1 to ndays
Lake Ratio = WATER/EARTH
The Lake Ratio includes all drawdowns in its construction, not just the maximum drawdown. If system A has one 30% drawdown and lots of 10% dd's, while system B has one 20% drawdown and lots of 15% dd's, Lake Ratio will prefer A but MAR will prefer B.
Technical note: the definition for P(i) above represents an Order-Nsquared algorithm. But a moment's thought will reveal a simple way to program it as Order-N"



Topic: 2019
Posted: Wednesday, January 02, 2019 11:42:23 AM

I'm later than planned, but I just wanted to thank Bruce and other folks here for the superb product support and expertise. A great, healthy, happy year (and beyond) to you all.


Topic: Prices on 12-5
Posted: Friday, December 14, 2018 1:11:27 PM

I'd forgotten that the market was closed.

Topic: Prices on 12-5
Posted: Friday, December 14, 2018 1:02:08 PM


Are prices in v7 for 12-05-2018 correct? Even after updates, I'm not getting prices for EDZ, GUSH, UGAZ specifically and possibly for many others.

Thank you.

Topic: automating data update for v.7
Posted: Friday, December 07, 2018 2:34:03 PM

Markhike, I'm sorry I didn't reply to this before. This is extremely helpful and works well! Thank you very much for submitting the script. I appreciate it.

Topic: sideways an oscillations
Posted: Tuesday, December 04, 2018 3:37:50 PM

Hi, Bruce. Thank you very much for offering ideas around the problem. This is very helpful.


Topic: sideways an oscillations
Posted: Tuesday, December 04, 2018 2:22:29 PM

I'm looking for a new suggestions for identifying non-trending tickers and then a way to rank that non-trendiness by some function. 

Is ADX the best way to measure for this? 

For me, "non-trendiness" does not mean that a channel has to be tight. A channel can be wide over a period of time, and price can go all over place. 

Idea: Is there a way to set a linear regression slopline channel? This way, I could say that there would be very little slope over some interval, but that price would bounce around inside of it...

Thank you very much.

Topic: Fundamental
Posted: Sunday, November 25, 2018 1:57:24 PM

Ok, thank you.

Topic: Fundamental
Posted: Friday, November 23, 2018 1:36:10 PM

(Happy Tgiving :) )

Is there a way to export fundamental data in v7? I see how to export OHLC, V, Symbols, etc using the "Data Export to Text" functionality, but I'd like fundamentals, too.

Is this possible? 

Thank you.