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I have a project that I would like to tackle in Amibroker which is to
develop a rotational trading system for a fixed universe of mutual
funds. There are over 1390 funds classified into about 70+ categories. I
would like to import the categories into a field into Amibroker and then
be able to restrict the number in each category in the back/forward
tests. Therefore, if I have 5 max open positions no more than 1 small
cap funds or gold fund etc..
Some of the ideas that come to mind are using one of fundamental text
fields and perhaps convert from string to a number per category and then
use that as the filter but I wasn't sure this would work in rotational
mode. If anyone has tackled this or has some suggestions on what did or
didn't work that would be great.
-- Regards,
Duke Jones, CMT
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