Hi Clive, Re; Laddering
I think they will provide an accurate and dynamic way to provide guidance on the ladder ranges. They certainly prevented me from going into a "gap and trap" situation this morning. As you can see on the chart I posted, the market came in as the outer limits were reached on the LRS.
As for AmiBroker, if you have 5 lines, don't those double up for above/below the median line? IOW, 5 will get you 10.
As to the proportions, I don't want to release them quite yet until I do some review over a wider range of securities. I will be posting the weekly Wilshire Index chart as a general guide for all readers. I'm also thinking about designing a system where the charting inputs are dynamic into the laddering spreadsheet thus updating the spreadsheet in real time as to ladder levels, cash levels, securities valuation, and P/L. I need to think about this in greater detail to lay it all out and find the right charting software vendor to work with. Your advice on the ladder would be most appreciated as you have hands on experience with it. I'm sure we've just scratched the surface as to the possibilities of this method.
Best, Tim
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