RSL (Levy) Portfoliomodel

I want to create a trading system in Amibroker for version 6.10 and earlier. This trading system should be based on weekly data and select stocks from Watchlist constituents. The system should buy the stocks with the highest weekly value according to the Relative Strength by Levy (RSL) method. The Relative Strength by Levy should be calculated using the 26-week moving average. If the selected stocks still have the highest values in the following week, they should remain in the portfolio. Otherwise, they should be replaced by stocks with the highest RSL values on a weekly basis. The portfolio should hold a maximum of two stocks. I need a helping hand! Thanks a lot in advance - Regards Martin

Start by searching the forum for "rotational". AmiBroker's built-in Rotational Mode makes it quite easy to build a system like the one you've described.

Thanks. I will have a look