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[amibroker] How to backtest in rotational mode?



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All,

I'm building a rotational trading system and can Explore groups of stocks
using the PositionScore criteria. Good so far. But, if the securities are
being "rotated" in the ranking, AMIBroker must be initiating long and short
signals. I would like to see these long and short signals, but since
rotation mode doesn't let you define Buy/Sell arrays, you can't Scan and
that means no list of signals. Huh... Backtesting and Report generation
won't work either. And without those Buy/Signals exposed, I can't Optimize
either.

To get around this, I thought of using rotation mode to do explorations and
then use a separate trading system based on Buy/Sell signals in the usual
way, but wouldn't I also have to fold in the rotation signals that AMIBroker
is generating behind the scenes?

And Optimization is still out of my control without Buy/Sell signals.

So how should I backtest, optimize and view the list of trading signals that
result from rotational trading?

-- John