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Leif, do you mean for sectoral rotation?
--- In amibroker@xxxxxxxxxxxxxxx, "Leif P" <peterson.leif@xxx> wrote:
>
> I would look at PatternExplorer's Trend SI indicator, since it gives percent bullish/bearish for industries and their sectors in a single plot. You can fetch the buy and sell signals as they occur.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sohamdas" <sohamdas@> wrote:
> >
> > 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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