I would look at PatternExplorer's Trend SI indicator, since it gives percent bullish/bearish for industries and their sectors in a single plot. You can fetch the buy and sell signals as they occur.
--- In [email protected], "sohamdas" <soham...@...> wrote: > > Hi Members, > > I have a few queries: > > a. > Problem: I have segregated my universe into different sectors or groups, e.g > Pharma, Oil & Energy, FMCG, IT etc.I want to backtest a trend following > system but with a twist. The twist being, I want to take long/short positions > on stocks based out of each group. > i.e, at an instant my portfolio may look like: > > LONG: Pharma, Agroproducts, INDIA > SHORT:Oil& Energy,Finance,EU > > Essentially, they will be the individual stocks from those sectors(and not > sectors themselves, until unless we have appropriate ETFs for them, but thats > another story) > > So my question is, is it possible to do this? If yes, then how. A brief intro > will help. > > b. Can somebody give me some suggestions, on how we can do equity curve > trading in Amibroker? Is it possible to do it at all, even if I go ahead with > custom backtester object? > > c. BZBTrader on his blogs has researched some RSI based sector rotational > models. I would be very much interested if, someone put forwards some idea on > it and how to accomplish it in Amibroker. I know,this question looks more of > a system trading question and less of an Amibroker question, but still I > would love to have some details > > d. Can anybody over here give me some 'gyaan' on custom backtester object, as > in what are its advantages over the usual one? I have gone through the HELP > documentation. Would have liked to have a correspondence with somebody who > has worked with it. > > For now, this much, > Soham >
