[amibroker] Re: CXO Article code

["donald_brown_48367" <donald_brown_48367@xxxxxxxxx>]

Thanks Droskill

--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> newMonth stores a yes if the current month is not equal to the prior month.  Meaning, it has a yes, on daily data, when the prior day is in a different month than the current day.  This means we're on the first day of a new month, and it is time to rotate.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "donald_brown_48367" <donald_brown_48367@> wrote:
> >
> > How would you modify this code to trade on another day of the month (rather than the first day of the month)?
> > 
> > 
> > m = Month();// returns a value from 1-12 based on current month
> > 
> > newMonth = m != Ref( m, -1);// what does this line do? Looks like if the current month is not equal to the previous month?
> >   
> > PositionScore = IIf(newMonth, PositionScore, scoreNoRotate) ;
> > 
> > 
> > 
> > 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, Bob Waits <bobwaits2@> wrote:
> > >
> > > 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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