I have a rotational trading system based on relative strength. It is quiet simple and uses the ASX200.
I am attempting to see if a slightly different allocation system produces better results in the Australian Market.
What I am attempting to do is:
Using Industry Categories see which has the highest relative strength based on ROC (x periods), using the top ranked Industry (lets say number 1 and 2), go to the watch list that contains the shares of that industry and then perform a relative strength analysis on that industry's shares and BUY the top 2 based on ROC (x periods)
I can do it manually, using my rotational formula, to find the highest ranked industry then using those dates and the appropriate watchlist run the same analysis. It is labour intensive as I transfer back to excel etc.
example:
Industry ABC = top rank
If ABC is top ranked then open Watchlist "IndustryABC"
Run formula on Watchlist IndustryABC and BUY if stock = RANK 1 and 2.
(as mentioned above all on ROC(period)
Any direction as to what I should be looking at would be appreciated i.e. AFL code
Cheers Adam
Posted by: madwill26@yahoo.com.au
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