Hi Forum Mgmnt,
When using strength filters, do you ignore signals for the stocks filtered out even if you are not fully loaded?
Search found 2 matches
- Tue Mar 30, 2004 3:16 am
- Forum: Trend Indicators and Signals
- Topic: Trend Strength
- Replies: 9
- Views: 19674
- Mon Nov 03, 2003 10:11 pm
- Forum: Testing and Simulation
- Topic: Portfolio vs. Market Returns
- Replies: 1
- Views: 3099
variation in returns
Dear Forum Mgmnt, On running some tests I found intriguing variations in abs returns which I am hoping you can help me resolve. When testing a set of stocks running them on their indiv best entry and exit, the sum of returns on all these stocks is less than half the return when I run the same set of...