Hi Adam,
Thank-you for your advices.
My intention would be to trade a basket of stocks in an Index, and during my back-test periods, it may happen that a stock may move to my "exclusion zone" (Closing Price of 50 cents or under). If the stock again recovers above 50 cents, it would again be eligible to enter the portfolio. That is why I would like the Trading System code to manage this price condition, rather having to pro-actively maintain watch-lists throughout back-test periods (years and 300 stocks).
Thanks again, and best regards
Bruce W.
Sent: 28 April, 2016 3:46 PM
Subject: [amibroker] Re: Help with Rotational Trading System code.
Hi Trendchaser
I think the easiest way is to set up a watchlist with the high value stocks that you want included in the rotational trading system.
Then select FILTER and select the WATCHLIST you set up to backtest.
I am testing rotational systems and have watchlists set up for industries, regions, commodities, market capitalisation and mixtures of the above.
Regards Adam
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Posted by: "Bruce Wood" <bruce.wood@bigpond.com>
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