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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
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> For other support material please check also:
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>
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>
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
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