Hi,
Although I haven't seen it coded, that shouldn't stop you from making it. The rule-based wizard now has all the conditions required:
QUOTE:
The strategy enters a long position, at the last day of the month, in ETF’s that are trading above a medium term moving avarage (WMA89) of the closing price
Note: the only part that the wizard probably couldn't handle is the market selection logic:
QUOTE:
To determine what two ETF’s are traded, ETF’s are ranked by a calculation that multiplies short-term 2-day returns with long term 2-day returns. The top 2 ETF’s in that ranking are selected.
FYI: I've corrected your raw text links but it's better to wrap them around in a pair of LINK tags when posting. To do this, click the
LINK button with your link text selected.