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[amibroker] CXO Article code


  • Date: Sat, 16 Jan 2010 08:03:41 -0800 (PST)
  • From: Bob Waits <bobwaits2@xxxxxxxxx>
  • Subject: [amibroker] CXO Article code

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Below is a code that seems to work well on AB 5.20. I am using 5.29 and the code is giving multiple errors. Could anyone help me with this? Thanks.

SetBacktestMode( backtestRotation al);
SetTradeDelays should be (1,1,1,1); // everything delayed 1 day
SetOption("UsePrevB arEquityForPosSi zing", True);
SetOption("MinShare s", 10);
SetOption("AllowPos itionShrinking" ,True);
SetOption("AccountM argin",100) ;

Totalpositions = 1;

MAFilter = Foreign("^GSPC" ,"C") > MA(Foreign(" ^GSPC","C" ),200);
PositionScore = MAFilter * ROC(C,120);
PositionSize = -100/Totalpositions ;

SetOption("WorstRan kHeld", Totalpositions + 1);
SetOption("MaxOpenP ositions" , Totalpositions );

m = Month();
newMonth = m != Ref( m, -1);
PositionScore = IIf(PositionScore < 0, 0, PositionScore) ; // Long only
PositionScore = IIf(newMonth, PositionScore, scoreNoRotate) ;





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