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/* Create 10 stock watch list, apply Automatic Analysis filter to
that watch list*/
EnableRotationalTrading();
SetOption("holdminbars",10);
Rank = ROC(C,10);
PositionSize = -100;
PositionScore = 100 + Rank;
--- In amibroker@xxxxxxxxxxxxxxx, "frankphd_us" <frankphd_us@xxx>
wrote:
>
> Hopefully somebody could give me a hint, what I am doing wrong:
>
> I want to trade from a (not changing) basket of 10 stocks 1 only
> selcted by ROC. I want to trade biweekly and the ROC should be of
the
> last two weeks as well. I use daily data.
>
> So I started the afl with the statement TimeFrameSet(2*inWeekly)
and
> the next line with the EnableRotationalTrading()statement and
> furthermore the Options and PositionScore statéments.
>
> The Backtester-settings-periodicity only allows weekly - not bi-
weely.
>
> Running the backtest the setting seems to overrule the inWeekly
> statement: It shows mainly weekly trades.
>
> Regards
>
> frankphd_us
>
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