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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
>
>
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>
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Please note that this group is for discussion between users only.
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