can I use rotational trading and add additional filters?

0 votes
asked May 31, 2017 in AmiBroker by Mark Palmer
I would like to back test a rotational trading system using ETFs.  However, I want to add an additional EMA(n) filter that would exit the position(s) if that position drops below it's own EMA(n) even though it is still above top "Worst to Hold".  Can you do that with Amibroker?

If that is possible, I will upgrade to most current version.


1 Answer

0 votes
answered May 31, 2017 by admin (9,260 points)
Sure you can do that. An example code would be like this:

PositionScore = ..your original score...

ExitPosIfThatIsTrue = Close < EMA( Close, 10 );

PositionScore = IIF( ExitPosIfThatIsTrue, 0, PositionScore );