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4. Just noticed that your posting talked about using monthly data, so may need TimeFrameSet(inMonthly); at top of your afl. Could also just leave daily and multiple monthly periods shown by say 22 for 22 average market days per month.
--- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@xxx> wrote:
>
> 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@> 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);
> >
>
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