Re: [amibroker] CXO Article code

[Gordon Pelletier <gordonpelletier@xxxxxxxxx>]

I just added your formula to my 5.29 and amended a few things. I do not know if this will do what you want but this is a start

 

SetBacktestMode( backtestRotational);

SetTradeDelays

(1,1,1,1); // everything delayed 1 day

SetOption

("UsePrevBarEquityForPosSizing", True);

SetOption

("MinShares", 10);

SetOption

("AllowPositionShrinking" ,True);

SetOption

("AccountMargin",100) ;

Totalpositions =

1;

MAFilter =

Foreign("^GSPC" ,"C") > MA(Foreign(" ^GSPC","C" ),200);

PositionScore = MAFilter *

ROC(C,120);

PositionSize = -

100/Totalpositions ;

SetOption

("WorstRankHeld", Totalpositions + 1);

SetOption

("MaxOpenPositions" , Totalpositions );

m =

Month();

newMonth = m !=

Ref( m, -1);

PositionScore =

IIf(PositionScore < 0, 0, PositionScore) ; // Long only

PositionScore =

IIf(newMonth, PositionScore, scoreNoRotate) ;

2010/1/17 Bob Waits <bobwaits2@xxxxxxxxx>

 

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) ;

-- 
Gordon Pelletier
24 Diamond Rd
Pearl Beach NSW 2256

email  GordonPelletier@xxxxxxxxx

(02) 43424164

0407990787

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