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Thanks for the idea Gary. I'm interested in doing this with a stock scanner websites. Some let you write formulas. I think K-Ratio takes the VAMI and uses it with linear regression as you describe.

VAMI is explained here: https://www.investopedia.com/terms/v/vami.asp Not expecting to find an exact match, but does anyone know of an indicator which might be similar? Thanks!

I'd like to scan stocks based on their K-Ratio. K-Ratio is described here: https://www.investopedia.com/terms/k/kratio.asp#:~:text=The%20K%2Dratio%20is%20a,in%20the%20security%20being%20analyzed. Anyone know where I might find a website to do this? Thanks, Brooks

Surprising (to me) 123 Lazy Daze Lanes do exist in 3 states, but not in Yakima, WA. ;)

Those problems with some of the statistics calculations may be valid. I'd report them to OptionStack and see what they had to say. There may be explanations, but if they are bugs, I'd expect they would fix them. OS does not have the depth of test reporting that you would find with...

To do an options backtest where you define the rules and have the software do the work (and avoid the mistakes with manual backtesting) try https://www.optionstack.com/. Brooks

I listen to a podcast on my smartphone called 'Talk Python to Me' that gives a good idea of what Python is all about. They've done 230 one hour sessions and the most recent 26 show up as available for listening on my phone.

For me, it's done in Access. The query SQL language has powerful verbs (like ORDER BY for sorting and GROUP BY to summarize). I do simple things in Excel and more complex things in Access.

Yes. And there are several options for doing this. As you know, Access can hold 6 object types: tables, queries, forms, reports, macros and modules in either a .MDB (older) file or an .ACCDB (newer). You can choose to put all objects into a single database. An alternative method is to put...

In support of d08, Howard Bandy has written excellent books on trading using Amibroker. He now advocates moving to machine learning and Python. In his 2015 book, Quantitative Technical Analysis, he shows an example of a system written for Amibroker migrated to Python.

Send me a PM if there's something you're looking for.

Agreed. It could be because some companies don't want to pay for the Professional version of Office, so users are stuck with Excel. You do need to be an IT person or a power-type User with some programming experience to begin to write and debug VBA. I've run into some power users that have...

I know. Your post was funny.

I use VBA with Microsoft Access and do consulting in Access. Often users start something in Excel and it becomes so large and/or complex that it becomes a good candidate for an Access upgrade. Access is Microsoft's desktop database and is included in Microsoft Office Professional version. You...

I thought Lazy Days was in Florida ... https://www.lazydays.com/locations/florida/tampa-florida/rv-resort I used to travel fulltime in a motorhome and visited Lazy Days. Was trading while traveling right up to September 2008 and then something happened ... it wasn't good.

With funds yes, not so much with individual stocks.

You're right. K-Ratio has been modified over time. I do some work in Amibroker and they have an ulcer index. Ulcer Index - Square root of sum of squared drawdowns divided by number of bars Ulcer Performance Index - (Annual profit - Tresury notes profit)/Ulcer Index'>Ulcer Performance Index...

One ratio I'm particularly interested in is the K-Ratio invented by Lars Kerstner.

Well, its important to agree with Morningstar. I have a purchased Morningstar database with return data for ETFs and mutual funds. I need the stock returns calculated in the same way so I'm comparing apples to apples.

Thanks again, so much! I tried the Yahoo Finance route for the annual returns. There's a few tricks. One must use the Adj Close to get the benefit of dividends (for stocks which issue dividends) which are part of the Morningstar "total returns". Even then, they don't seem to come out quite...