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Portfolio123 » List all forums » Forum: Exchange Traded Funds (ETF) discussions » Thread: ETF buy rule question |
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Total posts in this thread: 5 |
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bobhaskell1495
Advanced Member UNITED STATES Joined: Apr 20, 2006 Posts: 172 Status: Offline |
Doing a search for ETF's, I came upon this one by Stittsville123: http://www.portfolio123.com/port_summary.jsp?portid=790537&st=1 Its only buy rule is: Ticker("GLD,SPY,PCY") I can't find this "Ticker("A,B,C")" function listed anywhere in the buying rules. It looks like an evaluation function: If A, then GLD; If B then SPY; If C, then PCY. But I don't know what the evaluation rules are. Can someone explain this function to me? -Bob |
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gfagerlin
Advanced Member
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Bob: Ticker restricts the sim to only those symbols included, such as GLD,SPY,PCY in this case. I can't find the explanation doing a rule search, but that is the logic. Glenn |
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Stittsville123
Advanced Member
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Bob - look under Functions-> Groupings. Steve |
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bobhaskell1495
Advanced Member UNITED STATES Joined: Apr 20, 2006 Posts: 172 Status: Offline |
Thanks Steve. I found it. One thing I did which improved performance was increase the length of the holding period for rebalance to 4 weeks. Annual return stayed the same but percent winners went up to 89% and the average return per trade inceased substantially. -Bob |
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Stittsville123
Advanced Member
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Yes - I had noticed this before but felt in the current market conditions it might be better to have a faster response than 4 weeks. Anyways this is probably a sim that has been over-optimized and performance won't hold up over time. It will be interesting to follow how it performs for a while. It isn't off to a good start...I was hoping it would switch into GLD but instead insists on holding SPY. Steve |
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