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[amibroker] Re: rotational trading buying time


  • Date: Sat, 20 Mar 2010 21:37:28 -0000
  • From: "bistrader" <bistrader@xxxxxxxxx>
  • Subject: [amibroker] Re: rotational trading buying time

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--- In amibroker@xxxxxxxxxxxxxxx, Howard B <howardbandy@xxx> wrote:
>
> 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@xxx> 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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