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

AW: [amibroker] Re: Portfolio rotation



PureBytes Links

Trading Reference Links

I'm not sure you can do what you want to do in rotation mode.
but maybe try to limit tradedays in positionsize (cause you aren't able to set any buyconditon in rotational trading):

positionsize = iif(dayofweek()=1,-100,0);

only at mondays positionsize is 100% of equity, else 0%.


----- Ursprüngliche Mail ----
Von: droskill <droskill@xxxxxxxxx>
An: amibroker@xxxxxxxxxxxxxxx
Gesendet: Samstag, den 15. März 2008, 19:01:52 Uhr
Betreff: [amibroker] Re: Portfolio rotation

Thanks - that's great. But what if I want the rebalance to happen on
first day of the week or the first day of the month? In other words,
that option will hold a position for N number days, but it may fall in
the middle of the month or whenever.

--- In amibroker@xxxxxxxxx ps.com, pointsmax@xx . wrote:
>
> Hi,
>
> try this:
>
> SetOption("HoldMinB ars",5);
>
> Steve
>
>
> ----- Ursprüngliche Mail ----
> Von: droskill <droskill@xx .>
> An: amibroker@xxxxxxxxx ps.com
> Gesendet: Samstag, den 15. März 2008, 17:34:19 Uhr
> Betreff: [amibroker] Portfolio rotation
>
> Hey all - I've been looking at the automatic
portfolio rotation
> feature of AB, and I had a question - if I want to control the time
> element of the rotation, would I have to use the regular backtester?
>
> In other words, let's imagine that instead of rebalancing "on-demand"
> - let's imagine that I want to only rebalance once per week or once
> per month - can I do this with the rotational portfolio?
>
> Thanks!
>
>
>
>
> <!--
>
> #ygrp-mkp{
> border:1px solid #d8d8d8;font- family:Arial; margin:14px
0px;padding: 0px 14px;}
> #ygrp-mkp hr{
> border:1px solid #d8d8d8;}
> #ygrp-mkp #hd{
>
color:#628c2a; font-size: 85%;font- weight:bold; line-height: 122%;margin: 10px
0px;}
> #ygrp-mkp #ads{
> margin-bottom: 10px;}
> #ygrp-mkp .ad{
> padding:0 0;}
> #ygrp-mkp .ad a{
> color:#0000ff; text-decoration: none;}
> -->
>
> <!--
>
> #ygrp-sponsor #ygrp-lc{
> font-family: Arial;}
> #ygrp-sponsor #ygrp-lc #hd{
> margin:10px 0px;font-weight: bold;font- size:78%; line-height: 122%;}
> #ygrp-sponsor #ygrp-lc .ad{
> margin-bottom: 10px;padding: 0 0;}
> -->
>
> <!--
>
> #ygrp-mlmsg {font-size:13px; font-family: arial, helvetica, clean,
sans-serif;}
> #ygrp-mlmsg table {font-size:inherit; font:100% ;}
> #ygrp-mlmsg select, input, textarea {font:99% arial, helvetica,
clean, sans-serif;}
> #ygrp-mlmsg pre, code {font:115% monospace;}
> #ygrp-mlmsg * {line-height: 1.22em;}
> #ygrp-text{
> font-family: Georgia;
> }
> #ygrp-text p{
> margin:0 0 1em 0;}
> #ygrp-tpmsgs{
> font-family: Arial;
> clear:both;}
> #ygrp-vitnav{
> padding-top: 10px;font- family:Verdana; font-size: 77%;margin: 0;}
> #ygrp-vitnav a{
> padding:0 1px;}
> #ygrp-actbar{
> clear:both;margin: 25px
0;white-space: nowrap;color: #666;text- align:right; }
> #ygrp-actbar .left{
> float:left;white- space:nowrap; }
> .bld{font-weight: bold;}
> #ygrp-grft{
> font-family: Verdana;font- size:77%; padding:15px 0;}
> #ygrp-ft{
> font-family: verdana;font- size:77%; border-top: 1px solid #666;
> padding:5px 0;
> }
> #ygrp-mlmsg #logo{
> padding-bottom: 10px;}
>
> #ygrp-reco {
> margin-bottom: 20px;padding: 0px;}
> #ygrp-reco #reco-head {
> font-weight: bold;color: #ff7900;}
>
> #reco-grpname{
> font-weight: bold;margin- top:10px; }
> #reco-category{
> font-size:77% ;}
> #reco-desc{
> font-size:77% ;}
>
> #ygrp-vital{
> background-color: #e0ecee;margin- bottom:20px; padding:2px 0 8px 8px;}
> #ygrp-vital #vithd{
>
font-size:77% ;font-family: Verdana;font- weight:bold; color:#333; text-transform: uppercase; }
> #ygrp-vital ul{
> padding:0;margin: 2px 0;}
> #ygrp-vital ul li{
> list-style-type: none;clear: both;border: 1px solid #e0ecee;
> }
> #ygrp-vital ul li .ct{
>
font-weight: bold;color: #ff7900;float: right;width: 2em;text- align:right; padding-right: .5em;}
> #ygrp-vital ul li .cat{
> font-weight: bold;}
> #ygrp-vital a{
> text-decoration: none;}
>
> #ygrp-vital a:hover{
> text-decoration: underline; }
>
> #ygrp-sponsor #hd{
> color:#999;font- size:77%; }
> #ygrp-sponsor #ov{
> padding:6px 13px;background- color:#e0ecee; margin-bottom: 20px;}
> #ygrp-sponsor #ov ul{
> padding:0 0 0 8px;margin:0; }
> #ygrp-sponsor #ov li{
> list-style-type: square;padding: 6px 0;font-size: 77%;}
> #ygrp-sponsor #ov li a{
> text-decoration: none;font- size:130% ;}
> #ygrp-sponsor #nc{
> background-color: #eee;margin- bottom:20px; padding:0 8px;}
> #ygrp-sponsor .ad{
> padding:8px 0;}
> #ygrp-sponsor .ad #hd1{
>
font-family: Arial;font- weight:bold; color:#628c2a; font-size: 100%;line- height:122% ;}
> #ygrp-sponsor .ad a{
> text-decoration: none;}
> #ygrp-sponsor .ad a:hover{
> text-decoration: underline; }
> #ygrp-sponsor .ad p{
> margin:0;}
> o{font-size: 0;}
> .MsoNormal{
> margin:0 0 0 0;}
> #ygrp-text tt{
> font-size:120% ;}
> blockquote{margin: 0 0 0 4px;}
> .replbq{margin: 4;}
> -->
>
>
>
>
>
>
> Lesen Sie Ihre E-Mails jetzt einfach von unterwegs.
> www.yahoo.de/ go
>




Lesen Sie Ihre E-Mails jetzt einfach von unterwegs.. __._,_.___

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




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___