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RE: [amibroker] Quarterly Backtest



PureBytes Links

Trading Reference Links

1. rotational trading

2. if new quarter positionscore = roc else 0

3. get rich or go broke

d 

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of steve_almond
> Sent: Thursday, July 10, 2008 3:48 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Quarterly Backtest
> 
> I have a universe of 10 stocks.
> Each quarter I select the 4 with the highest 12 month return and buy 
> them.
> Next quarter repeat the selection, buying the top 4 once more. 
> 
> Can anyone put me on the road to backtesting this system?
> 
> Thanks,
> 
> Steve
> 
> 
> ------------------------------------
> 
> 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.

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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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