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Help Backtesting, Select candidate if its relative strength (20 days) compared to SPY above 1.5
Rank: Newbie
Groups: Registered, Registered Users
Joined: 5/28/2010(UTC)
Posts: 1
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Need help to code for the backtesting system in System Tster
select candidate if its relative strength 20 days compared to SPY is above 1.5
It should be selected in descending order
Thank you in advance
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 11/7/2005(UTC)
Posts: 602
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elect candidate if its relative strength 20 days compared to SPY is
above 1.5
I would start by learning how to create a indicator.
You will need the RSI() function and the Security() function.
The Reference Manual is actually pretty good.
Then you will want to create a simple exploration from the indicator with the 1.5 level
as your filter.
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Help Backtesting, Select candidate if its relative strength (20 days) compared to SPY above 1.5
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