Rotational system

AFL Programming
1

I would like to make a trading system based on these parameters (this is a rotation system):
made a ranking of a three-month ROC of a certain number of ETFs, how can I do a backtest by choosing, for example, the first three every month?
I think it's a simple thing, but I'm a neophyte and I have not yet learned well.
Can you help me? Thank you very much

1 Like
2

@cozzamara there are many examples of code for rotational trading systems on the forum. Use the search magnifying glass in the top right corner of the screen.

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A simple Google search will also find codes from blog's and the User Guide and the Official Knowledge Base

http://www.quantifiedstrategies.com/a-simple-rotational-system-among-low-beta-stocks/

http://www.amibroker.com/guide/afl/enablerotationaltrading.html

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

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

http://www.amibroker.com/kb/2015/09/27/how-to-handle-delisted-symbols-in-rotational-test/

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

Good luck and I am certain the forum members would like to see any useful results that you come up with.

7 Likes
3

Thank you very much!