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[amibroker] How to code this strategy ?


  • Date: Thu, 10 Dec 2009 15:25:22 -0000
  • From: "pierre8rou" <pierre8r-gy@xxxxxxxx>
  • Subject: [amibroker] How to code this strategy ?

PureBytes Links

Trading Reference Links

Hello,

How to code this strategy ?

Strategy to backtest 

Be 8 days long. 
Then 5 days cash. 
Then 6 days short. 
Then 8 days cash. 

Repeat cycle. 
Be 8 days long. 
Then 5 days cash. 
Then 6 days short. 
Then 8 days cash. 

Repeat cycle. Etc..

Thanks,





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