|
PureBytes Links
Trading Reference Links
|
Lets see ...
1. Place all to select from in watchlist.
2. Use filter and select this watchlist.
3. Use SetOption to set MaxOpenPositions to 3 and not just worstrankheld. So, will pick 3 top only.
4. Decide when you want to rotate as yours is set so can happen any market day which might be what you want.
5. Count just set PositionSize = -100 / GetOption("MaxOpenPositions") or take a look at Boiler Plate afl from AmiBrokeru.com free downloads.
6. Not sure what you are doing with PositionScore as it appears to be kind of a True or False condition with your AND. The less than sign is a problem as well. Maybe you are looking for ...
PositionScore = IIf( j>MA(j,10), C/Ref(C,-6), 0);
--- In amibroker@xxxxxxxxxxxxxxx, "Steve_Almond" <me@xxx> wrote:
>
> I'm able to use the backtester for Fund rotation (and I understand the use of 'Foreign' symbols.
> I cannot seem to combine the two, though.
>
> I want to invest in 3 funds from a group of 10 using the best 6 month return to select the top 3. I use PositionScore = C/Ref(C,-6);
>
> BUT, I only want to invest in those funds if the ETF SPY is above its 10 month MA.
>
> Can anyone suggest how to accomplish this?
>
> Below is my attempt. It correctly invests only when SPY is above its 10 month MA, but ALWAYS selects the first 3 funds in the list.
>
> Steve
>
> EnableRotationalTrading();
> SetOption("WorstRankHeld",3);
>
> j=Foreign("SPY","C");
> PositionSize = -100/3;
> PositionScore = C/Ref(C,-6)AND j>MA(j,10);
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|