Weak and Strong - SuperSectors, Subsectors

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progster
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Weak and Strong - SuperSectors, Subsectors

Postby progster » Sun May 03, 2009 9:40 pm

Here are SuperSectors, sorted by the Sum column:

20090503_SuperSectors.png
SuperSectors Daily 20090503
_NORMALIZER_Auto.p by Progster, (based on code by TRO)
RadarScreen by TradeStation

and here are the SubSectors:

20090503_SubSectors.png
SubSectors Daily 20090503
_NORMALIZER_Auto.p by Progster, (based on code by TRO)
RadarScreen by TradeStation

The Sum column sums the 4 normalized Indicators, in this case:

x1Ind = percentr(10);
x2Ind = accumdist(volume);
x3Ind = rsi(close,2);
x4Ind = momentum(close,12);

The Momentum column is a 14-period momentum.

For the Sum of the normalized indicators, 400 is the maximum "strong" score, and 0 is the minimum "weak" score.
Normalization as a concept has been around for a long time, but it seems to ebb and flow from the common awareness.

There are many possibilities for constructing overviews using this general methodology.
TradeStation users can download the code here .

User avatar
progster
Posts: 948
Joined: Thu Jul 26, 2007 7:20 pm
Contact:

Re: Weak and Strong - SuperSectors, Subsectors

Postby progster » Mon Jul 06, 2009 3:38 pm

Here are the SuperSectors and SubSectors as of 7/6/2009:

SuperSectorsDailyNorm_20090706.png
SuperSectors Daily 20090706
_NORMALIZER_Auto.p by Progster, (based on code by TRO)

SubSectorsDailyNorm_20090706.png
SubSectors Daily 20090706
_NORMALIZER_Auto.p by Progster, (based on code by TRO)

Sort order is by the Sum column. A higher Sum means stronger, and lower sum means weaker.


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