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Feature Request:
Plot "Market Timing Signal" vs SPY
Graph to see "Timing" expressions plotted against market movements
In ETF Screen ProShares Sector Rotation Long-Short (market timing model) you use the expression: sma(5,0,#SPEPSCY)
This acts as a switch to move between short and long EFT choices. I would like the ability to see the output of this expression plotted versus a benchmark such as SPY. Since it evaluates as T/F, it would be either 1 or 0.
Similarly, I would like to see the ability to see other "Timing" expressions plotted against market movements. In this fashion, I could more easily see which parameters needed tuning to correctly anticipate trends. I am interested in optimizing such a switch, but lack the ability to do it efficiently.
Could this feature be added? It would be simplest to allow plotting a function or a custom formula.
Results:
Total score:
13
, # of Votes:
4
, Average:
3.2
a
4 (1)
b
9 (3)
c
d
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by:
waltzpaul
On date:
05/26/09
Category:
Factors and Functions
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