Re: [amibroker] Re: Rotational trading with ETFs

[mohany1@xxxxxxxxxxx]

I tried Applystop with percent. That didn't improve. I can try Nbar stop.

 

Thanks

 

> -------------- Original message -------------- 
>
> --- 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
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 


Check AmiBroker web page at:
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