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Quiz System

November 30, 2012 by sanz prophet 3 Comments

Here’s the  Equity curve:

And here’s the code:

Buy=Sell=Short=Cover=0;
if (StrFind(“WOODGDXEPUIDXPALLJJG”, Name()))
Buy=Sell=1;
qty=6;
SetOption(“MaxOpenPositions”,qty);;
PositionSize=-98/qty;
SetTradeDelays(0,1,1,1);
BuyPrice=C;
SellPrice=O;
ShortPrice=O;
CoverPrice=C;

What’s happening here?

This is a variation of Jay Kaeppel’s post at optionetics but using some extra ETFs that have exhibited the same kind of behavior. Original article: http://www.optionetics.com/market/articles/2012/11/28/kaeppels-corner-the-greatest-gold-stock-system-youll-probably-never-use

It buys equal amounts of each of these 6 etfs: WOOD,GDX,EPU,IDX,PALL,JJG.
It buys on the close of the U.S.session, holds overnight and sells on the open the next day.

That’s it.

Would you invest in this strategy
?

Filed Under: Amibroker, code, strategy, strategy development

Reader Interactions

Comments

  1. Anonymous says

    November 30, 2012 at 8:21 am

    A variation of:

    http://www.optionetics.com/market/articles/2012/11/28/kaeppels-corner-the-greatest-gold-stock-system-youll-probably-never-use

    ?

    Reply
  2. Sanz Prophet says

    November 30, 2012 at 10:30 am

    Exactly right! This is a variation of Jay Kaeppel's post at optionetics but using some extra ETFs that have exhibited the same kind of behavior. Original article: http://www.optionetics.com/market/articles/2012/11/28/kaeppels-corner-the-greatest-gold-stock-system-youll-probably-never-use

    Reply
  3. Anonymous says

    December 21, 2012 at 5:41 pm

    This might be too correlated with GDX but I think SIL works too

    Reply

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