[amibroker] Need help backtesting MA of relative strength ratio

["pshread" <pshread@xxxxxxxxxxxxxxxx>]

Hi,

I'd like to backtest a moving average of a relative strength ratio ...
with one additional complication.

I'd like to test an X-period moving average of the relative strength
ratio of the S&P to Treasury bond prices, to see if there's any value
in that approach. (Buy SPX when the SPX:bond ratio closes above the
average, sell when it closes below).

The complication is that it looks like yields instead of bond prices
would provide much more data, so the bond side of the ratio would have
to be, say, 1/TNX (the inverse of the ratio, since it moves inversely
to price).

Is there anyone out there who can help a programming moron? :-)

Thanks!






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