[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] comparision of rotational trading with buy/sell



PureBytes Links

Trading Reference Links

These are two fundamentally different modes that complement
each other, not replace each other.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "anand_huprikar" <huprikar@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, June 24, 2007 9:42 PM
Subject: [amibroker] comparision of rotational trading with buy/sell


>   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
> 
> 
> 
> 
> 


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/