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you have basically described as you would write it
this is very rough layout of one way to do it
with AA set to weekly
setforeign( "SP500" )
macdHistogram = whatever;
restorepricearrays();
buy = MACDHistogram>0;
short=MACDHistogram<0;
use PositionScore to determine which symbol is strongest to trade
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 10/22/05, polomorabe <paul.moore@xxxxxxxxxx> wrote:
> 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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