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dcnelson
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UNITED STATES
Joined: Jan 3, 2006
Posts: 207
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Buy rule for Sector Timing Simulation.

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Trying to create buy rule for sector market timing similar to the Port 123 multi market model but using the price momentum of sector etf's to determine sector allocation ie

Eval(Close(0),(Ticker("SPY"))< sma(150,0,(Ticker("SPY")), (Universe($UTILIT) or Universe($CONSSTAPLES) or Universe($MAJRRX) or Universe($BIOTRX) or Universe($HTHFAC) or Universe($HTHEQP) or Universe($WASTEM)))

I know this is wrong but I am trying to limit a portfolio to stocks in certain sectors if SPY or any other ETF I choose breaks below a specified moving average in this case the 150.

Would appreciate it if someone could help me with the proper rule structure.

[May 5, 2012 3:18:12 PM]

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