Portfolio Trader Strategy Examples: Difference between revisions
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{Retrieve MyIndicator Rank. Rank is from 1 to 500 since our universe is 500 Stocks} | {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} | 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 | 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 | The above is a classic case of Stocks Relative Performance Trading | ||
