PureBytes Links
Trading Reference Links
|
I have written a rather simple system to understand the
differences between buy-sell and rotational trading systems.
The system trades fidelity sector funds, daily setting,no stops,
last two years of data for backtest/optimization.
t=Optimize("t",170,100,250,20);
PositionScore=IIf(MACD(t/3,t)>0,MACD(t/3,t),0);
//long trades only
SetOption("holdminbars",25);
SetOption("MaxOpenPositions",1 ); SetOption("WorstRankHeld",1);
EnableRotationalTrading( );
//Buy=PositionScore>0;Sell=1;Buy=ExRem(Buy,Sell);Sell=ExRem
(Sell,Buy);
When I replace the "enablerotationaltrading" line with buy,sell
line the results are extremely different. Can somebody guide me to
what the correct buy,sell code should be? or point me to
something that would explain the differences.
Thank you;
Anand Huprikar
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|