Author: Oddmund Grotte

A Simple Rotational System Among Low Beta Stocks

I like to trade the boring stocks. Today I picked 19 random (but liquid) low beta stocks (boring stocks) and tested a rotational system in Amibroker (of course with a bit of survivorship bias). Here is the code: SetBacktestMode( backtestRotational ); SetOption(“initialequity”,30000); SetOption(“commissionMode”,3); SetOption(“commissionAmount”,0.03); SetOption(“MaxOpenPositions”,2); SetOption(“WorstRankHeld”,5); SetPositionSize( 50, spspercentofequity );

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