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[amibroker] rotational trading buying time


  • Date: Sat, 20 Mar 2010 14:36:52 -0000
  • From: "donald_brown_48367" <donald_brown_48367@xxxxxxxxx>
  • Subject: [amibroker] rotational trading buying time

PureBytes Links

Trading Reference Links

I have a rotational system that rotates at the beginnning of each month using this code;

m = Month();
newMonth = m != Ref( m, -1);
PositionScore = IIf(PositionScore < 0, 0, PositionScore); // Long only
PositionScore = IIf(newMonth, PositionScore, scoreNoRotate);

Is there an easy way of changing the rotation to any particular day of the month, say the 15th?  (Or nearest trading day if this falls on the weekend).



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