is it possible to define a vector with this 5 stocks? How do I do this?
--- In [email protected], "supistarde" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> I have the following formula problem:
> The strategy should always filter the 5 worsest stocks in the
> beginning of september. This stocks should be saved and a buy rule
> sarts for this five stocks until next september.
> How do I save this 5 stocks? How do I add the buy rule?
>
> Here is the game plan:
> PosQty = Param ( "PosQty", 5, 1, 10, 1); // You can define here how
> many open
> SetOption("MaxOpenPositions", posqty );
> PositionSize = -100/PosQty; // invest 100% of portfolio equity divided
> by max.
> shortMA=20//Optimize("MAlong",5,1,20,1)
> ;
> longma=50//Optimize("MAlong",20,20,50,5)
> ;
> Buy = Month()>=9 AND Cross(MA(C,kurzma),MA(C,Langma))
> ;
> Sell = Month()==8
> ;
> YearRoc = ROC(Close, 252);
> PositionScore = 100-YearRoc;
>
> Regrds,
> supistarde
>
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/
