Changes

Jump to navigation Jump to search

Portfolio Trader Strategy Examples

No change in size, 14:12, 29 September 2014
{Retrieve MyIndicator Rank. Rank is from 1 to 500 since our universe is 500 Stocks}
If Rank<=10 then Buy 200 contracts next bar at O; {Go Long the best 10 stocks}
Else If Rank>=490 then SellShort 200 contracts next bar at O; {Go Short the Worse 10 stocks}</syntaxhighlight> 
The above is a classic case of Stocks Relative Performance Trading
MyIndicator should be generic, meaning that the user should be able to change this Ranking Indicator as he wishes. Another Example of Ranking Indicator might be MyIndicator = ADX of data2; Then allow trading only in those stocks that have the highest ADX.</syntaxhighlight> 

Navigation menu