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

[amibroker] Simple system - can't figure out how to code it



PureBytes Links

Trading Reference Links

Hey,

I'm trying to do a simple system, and I'm not sure how to accomplish it.

- Look at the returns for the prior day
- Buy the top N stocks that had the lowest returns for the prior day
- Sell (short) the top N stock that had the highest returns for the
prior day
- Buy (Sell/Short) the open, Sell (Buy/Cover) the close

I've tried to set this up with the rotational strategy and can't get
it work - it holds positions more than one day.

Any help greatly appreciated!



------------------------------------

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/