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[amibroker] Re: Rotational trading with ETFs



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--- In amibroker@xxxxxxxxxxxxxxx, mohany1@xxxx wrote:
> When I backtest from 1/1/2002 - 12/31/2004, it gave me 8% annual
returns, with some good (scary) drawdowns. I also backtested with a
money market fund and with a bear fund. The results weren't
impressive. It lost money on the bear fund in 2002 !!!. I think weekly
rebalancing may improve the results. ( Dayoftheweek command?). I might
try to do this in excel over the weekend and see it gives any
different results.

Could use ApplyStop(StopTypeNBar,StopModeBars,5);

dale b





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