what is equity derivative funds?
--- On Thu, 5/2/09, slipthruthecracks <[email protected]> wrote:
From: slipthruthecracks <[email protected]>
Subject: [amibroker] Position Score Question
To: [email protected]
Date: Thursday, 5 February, 2009, 8:03 PM
I am using a series of scoring mechanisms to create a comboscore
that
I use on a watchlist of mutual funds to select and hold 3 funds at a
time. Built into this system is a calculation that seeks to sidestep
bear markets as I define them. Testing the system works well and the
default interest rate is assigned during periods when it is not okay
for the system to "Buy".
What I am wondering is how could I tell the AA that during those Bear
market periods I would like to buy and hold a single inverse mutual
fund? Can I assign a very high combo score to that particular symbol
during bear market periods? Or, do I need to use the CBO to do this in
some manner?
Pseudo code looks like this.
MaxPos = 3
Bmkt = conditions for bear mkt
comboscore = this + that + something
Buy = !Bmkt
Add more friends to your messenger and enjoy! Go to
http://messenger.yahoo.com/invite/
