Will not trading RSI rotation strategy in down market Improve results?
Author: Tobey
Creation Date: 6/13/2011 10:35 AM
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Tobey

#1

6/13/2011 10:35 AM

Hi Cone & Eugene,

I'd like to see if not trading the RSI rotation strategy included in Wealth-Lab Pro in a down market will improve the results.

To define a down market I want to start by using a 5-35 MACD on the NASDAQ.
Here's my code for the NASDAQ MACD

CODE:
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How could I integrate this with the RS I rotation strategy? As usual my attempts have failed.

Thanks again,
Tobey
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Eugene

#2

6/13/2011 10:51 AM

See my reply dated 2/27/2011 2:08 AM in this thread: Create and Optimize a Simple Rotation Strategy?

You need to precondition the entry signal with your ext.symbol rule vs. trying to condition the whole strategy.
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