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Sorry Brian.
Typing too quick. I meant the MACD histogram.
Paul
--- In amibroker@xxxxxxxxxxxxxxx, "Brian Fenske" <brianfx@xxxx> wrote:
>
> Not sure what the S&P 500 Histogram is. Histogram of what?
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of polomorabe
> Sent: Friday, October 21, 2005 10:49 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] For AFL backtest experts - how would I do this?
>
>
> Hello all,
>
> I have some experience with writing AFL scripts to perform
> backtesting. I was wondering how I would go about programming this
> scenario.
>
> On a weekly basis, check the SP-500 histogram. A buy signal is
> present so long it is positive, and a short signal if it is
negative.
> For a buy signal, go long the strongest ETF from a list of ETFs in a
> watchlist. As long as the buy signal is present, each week select
the
> strongest ETF from the list. If a short signal is present, each
week
> select the weakest ETF from the list. Use this as a backtest. I was
> thinking of using the ADX or RSI as the ETF selection criteria.
>
> if( S&P histogram > 0 )
> {
> each week select the strongest ETF
> }
> else
> {
> each week short the weakest ETF
> }
>
> Any ideas?
>
> Many thanks,
> Paul
>
>
>
>
>
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