This can be done with AmiBroker with some twists. 1. Use Groups to categorize the funds. A JScript can be used to assign Group. 2. Use CBT Rotational mode.
----- Original Message ----- From: "Duke Jones, CMT" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Tuesday, September 05, 2006 8:56 PM Subject: [amibroker] Restricting Duplicate Categories in Rotational Trading >I have a project that I would like to tackle in Amibroker which is to > develop a rotational trading system for a fixed universe of mutual > funds. There are over 1390 funds classified into about 70+ categories. I > would like to import the categories into a field into Amibroker and then > be able to restrict the number in each category in the back/forward > tests. Therefore, if I have 5 max open positions no more than 1 small > cap funds or gold fund etc.. > > Some of the ideas that come to mind are using one of fundamental text > fields and perhaps convert from string to a number per category and then > use that as the filter but I wasn't sure this would work in rotational > mode. If anyone has tackled this or has some suggestions on what did or > didn't work that would be great. > > -- Regards, > > Duke Jones, CMT > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > > > > > > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
