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Re: [amibroker] rotational trading buying time


  • Date: Sat, 20 Mar 2010 11:09:38 -0700
  • From: Howard B <howardbandy@xxxxxxxxx>
  • Subject: Re: [amibroker] rotational trading buying time

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Hi Donald --

Does something like this work for you?

TradingDay = 15;
dn = Day();
newMonth = (dn>=TradingDay) && (Ref(dn,-1)<TradingDay);

Thanks,
Howard


On Sat, Mar 20, 2010 at 7:36 AM, donald_brown_48367 <donald_brown_48367@xxxxxxxxx> wrote:
 

I have a rotational system that rotates at the beginnning of each month using this code;

m = Month();
newMonth = m != Ref( m, -1);
PositionScore = IIf(PositionScore < 0, 0, PositionScore); // Long only
PositionScore = IIf(newMonth, PositionScore, scoreNoRotate);

Is there an easy way of changing the rotation to any particular day of the month, say the 15th? (Or nearest trading day if this falls on the weekend).




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