No. of Recommendations: 0
eremon said: I think I may already have much of what you describe as needed here in the beta version of the MIScreenBrowser that I've been working on. It now includes a TTM price database for all MI screens reported by Jack Cade since May 28, 1999. This, combined with all the rankings by period, could be used to develop the moving averages, and may serve as a suitable proxy for the entire T1 database.

Having previously fallen into "dll hell" with general release of the MIScreenBrowser, I'm a bit gun shy about pushing it now. The browser workbook, fully loaded with databases, is now 25MB unzipped--7MB zipped.
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I too think that these ideas are interesting and have potential merit or I wouldn't have posted them. As Sparfarkle noted, one of the merits is the potential for much smaller drawdowns and better risk management.

One of the potential problems, however, is the risk of adding too much more complexity to something that has already become fairly complex, MI itself. My strong vote in pursuing any of these ideas would be to keep not only the ideas themselves fairly simple, but to be especially mindful of keeping the data management requirements simple as well. That's the merit in adhering to a VL base of daily data rather than starting from scratch. On that, we would probably have to defer to Peter's judgement since he appears to be the sole repository of the data needed for a proper backtest.

arezi
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