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Maybe someone can help me out with something.....I recently
purchased Howard Bandy's book covering trading systems applicable to
AmiBroker and have been having some difficulty with my programming
skills.
Can anyone help me code the following system into AmiBroker?
The trading strategy uses a relative strength calculation that looks
at the last 120 trading days and breaks them into quarters. A
percentage return is calculated for each quarter. These returns are
then averaged, with twice the weight placed on the most recent
quarters data.
At the start of the test, the two highest ranked stocks were
purchased with equal dollar amounts to establish a fully invested
portfolio. Two weeks later, the same relative strength report was
run again. If the current holding were rated in the top half of the
report (i.e. in the top 20 out of 40), then there were no trades.
If a holding fell out of the top half of the relative strength
report, it was sold and the highest rated stock was purchased.
The portfolio was always fully invested in two stocks.
Thanks,
Ken
kfb_2001@xxxxxxxxx
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