Not sure what the catalyst will be, but looking for a continuation after the leg up. Price has been consolidating on lower volume within the breakout/volume range.
I forgot to use NorgateIndexConstituentTimeSeries. So the exploration was identifying any stock that had been in the index, not those that were in the index during the to-from dates
Thanks for the thoughts qldfrog. I use the date selector in Amibroker, so the dates are monday-friday from April 2021 and periodicity set as weekly.. I've reached out to Norgate as well but waiting on a response..
I'm having some confusion with my watch list data. I'm using Amibroker with Norgate ASX Platinum.
When I run an exploration 05/04/21-09/04/21 weekly periodicity over the All Ords, I receive 499 results however when using All Ords past & current I receive 827. I think I may have missed something...
I have nothing concrete to back this up with. I wonder if slight down days in larger caps would see rotation into higher volatility stocks by day traders?
I found comparing 20-40 positions in my recent backtesting gave similar results to you, higher annual returns with fewer positions. Not sure if you experienced the same, but I had larger max DDs with fewer positions which I didn't feel was a worthwhile trade off.
My current thinking is that 40...
Pick for the April comp. Multi-year down trend bottomed out and recent upswing. Last few weeks price has been consolidating on reducing volume, looking for a pump higher out of consolidation
Thanks for taking the time to give some context. Like I said, wasn't trying to call out your decision, given the external context just wanted to probe a bit more. Looks like you have it covered!
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.