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[amibroker] Dollar Cost Averaging


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: [amibroker] Dollar Cost Averaging
  • From: "Ken Close" <ken45140@xxxxxxxxx>
  • Date: Tue, 2 Dec 2008 13:14:34 -0500
  • Authentication-results: gwout1 smtp.user=ksclose; auth=pass (LOGIN)

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Has anyone ever written code which would backtest a dollar cost averaging strategy?
 
Buy a fixed dollar amount (of the same symbol) at the start of each month for example.
 
Care to share or suggest the approach.
 
Thanks,
 
Ken
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