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chk999longonly (97.74)

Python, it's not just for breakfast anymore!

Recs

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March 10, 2014 – Comments (0)

So I finally got around to recoding this in Python and I'm partially done. I've got a job running that is going to go about 200 cpu hours to find the optimal lag parameters for how many days to wait after the last new 52 week low and the last new 52 week high. (They will be different, this is pretty obvious lookig at the intermediate results so far. There may also be different optimals for different types of companies. I'm running it against the S&P 500 for the moment and will try it against some small caps later.

 Once I get this making picks and seeming to be acceptably tuned, I'll close all the existing picks in this profile and make the ones that the system spits out. I'm positive this will need more tuning, there are a lot of parameters for accepting a candidate after being initially noticed. 

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