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                                                   Simulator question

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Jae
2010-08-21 13:40:18


Can someone please tell me how to create a simulator where the best performing stock (on a weekly basis) is bought out of a group of stocks?


QuantShare
2010-08-22 10:16:22

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Best Answer
Hi Jae,

You can do this by adding a ranking system (with "perf(close, 5)" as rule) to your trading system.

Or you can use the composite function.

Example:

Rule 1: comp(perf(close, 5), "rank") == 1
Rule 2: dayofweek() == 1

The first rule instructs the application to buy the stock with the highest 5-Bar rate of return value
The second rule instructs the application to buy stocks only on monday.



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