Re: [amibroker] Restricting Duplicate Categories in Rotational Trading

["Mark H" <amibroker@xxxxxxxxxxxxx>]

This can be done with AmiBroker with some twists.
1. Use Groups to categorize the funds. A JScript can be used to assign 
Group.
2. Use CBT Rotational mode.

----- Original Message ----- 
From: "Duke Jones, CMT" <Lists@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 05, 2006 8:56 PM
Subject: [amibroker] Restricting Duplicate Categories in Rotational Trading


>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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> 



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