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John,
'Currently' (in the last month) I'm not using
this routine much because one can not 'Short' funds :-) Generaly I'm using it to
rotate between the funds and pick the best time to invest additional cash. If
you want just to rotate between a dosen of funds, you can run this exploration,
then sort by Weitghted ROC, or appropriate single ROC (week, 2 weeks, month,
etc.), and rotate from the bottom to the top funds.
Regards,
Dima.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
jmp23834@xxxxxxxx
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, September 19, 2001 7:49
AM
Subject: Re: [amibroker] Relative
Sttrength
Dima, Thank you
for the response. I think the code you sent is what I was looking for. Being
new to AFL it will take me awhile to understand exactly what it is doing.
Do you currently use this routine for fund selection or are there
better ways to use AB for sector rotation? John Pyle
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