 |
QuantShare
2010-08-22 10:16:22
0
|
|
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.
|
|
0
