Leif, do you mean for sectoral rotation?
--- In [email protected], "Leif P" <peterson.l...@...> wrote:
>
> 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" <sohamdas@> 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
> >
>
