New to community - James1

[James1]

I am also new to the community. Wanted to say hello. I have read the info for those who are new. I have used MetaStock for years writing complex backtesting formulas. MetaStock does not seem able to do sector rotation. I am currently Interested in rotation strategies. I did a search here and found 1 long thread on rotation. Being new, I did not understand all of it but AmiBroker does seem to support backtesting rotation strategies. I have one small question which is already probably answered somewhere. I have 2 versions of MetaStock. Version 11 downloads data to my hard drive. Version 16 is cloud based but may support downloading as well. Is it easy to use MetaStock data from Reuters (?) for use with AmiBroker?

Thank you

[Tomasz]

On Norgate web site you can find quick description of various Metastock formats and how they differ https://www.premiumdata.net/support/metastockformat.php

In short AmiBroker supports "old" Metastock format, the one with MASTER/EMASTER/XMASTER and Fxx.DAT files.

As for rotational trading, yes AmIBroker supports rotational trading. Starting point is here:
http://www.amibroker.com/f?enablerotationaltrading

[beppe]

@James1 welcome.

In addition to the document indicated by @Tomasz, I suggest to search the forum for "rotational": you'll find multiple related threads.

A great one is this:

GTAA Timing Model - "Rotational Strategy"

[Cross post from old Yahoo forum] Some have asked for an example of the code for a rotational strategy. Attached and below is a version of the timing model from Faber's famous Quantitative Approach to Tactical Asset Allocation (see: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461). Faber refers the model as “Global Tactical Asset Allocation” or “GTAA”. "GTAA consists of five global asset classes: US stocks, foreign stocks, bonds, real estate and commodities. The returns for a buy an…

[portfoliobuilder]

@James1

I did a search here and found 1 long thread on rotation.

If you do a search of this forum (use the magnifying glass in top right corner) you will find a dozen threads that discuss some form of rotational trading systems.

Also there is useful information in the official Knowledge Base. For starters,

http://www.amibroker.com/kb/2016/04/17/long-only-rotational-back-test/

http://www.amibroker.com/kb/2016/01/30/separate-ranks-for-categories-that-can-be-used-in-backtesting/

http://www.amibroker.com/kb/2014/10/23/how-to-exclude-top-ranked-symbols-in-rotational-backtest/

http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/

You can also find examples in books and blogs. Specific to Sector Rotation there is an example in @howardbandy second book http://blueowlpress.com/books/quantitative-trading-systems/

blogs,

and the previously mentioned @TrendXplorer 's blog which for several years has dealt with Tactical Asset Allocation primarily using AmiBroker.

TrendXplorer

A sector rotation example from a different blog,

Monthly Sector Rotation

Welcome to AmiBroker, and good luck.

[James1]

Thank all of you for the kind replies!

[James1]

I went to the site you suggested and the new version starts with version 12. Since I have version 11 still installed, I will just check to make sure it is still working.

Thank you!