[amibroker] Uncorrelated Markets, Custom Backtester and Others

["sohamdas" <sohamdas@xxxxxxxxxxx>]

Hi Members,

I have a few queries:

a.
Problem: I have segregated my universe into different sectors or groups, e.g Pharma, Oil & Energy, FMCG, IT etc.I want to backtest a trend following system but with a twist. The twist being, I want to take long/short positions on stocks based out of each group.
i.e, at an instant my  portfolio may look like:

LONG: Pharma, Agroproducts, INDIA
SHORT:Oil& Energy,Finance,EU

Essentially, they will be the individual stocks from those sectors(and not sectors themselves, until unless we have appropriate ETFs for them, but thats another story)

So my question is, is it possible to do this? If yes, then how. A brief intro will help.

b. Can somebody give me some suggestions, on how we can do equity curve trading in Amibroker? Is it possible to do it at all, even if I go ahead with custom backtester object? 

c. BZBTrader on his blogs has researched some RSI based sector rotational models. I would be very much interested if, someone put forwards some idea on it and how to accomplish it in Amibroker. I know,this question looks more of a system trading question and less of an Amibroker question, but still I would love to have some details

d. Can anybody over here give me some 'gyaan' on custom backtester object, as in what are its advantages over the usual one? I have gone through the HELP documentation. Would have liked to have a correspondence with somebody who has worked with it.

For now, this much,
Soham



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