Not buying: (((Month > 11) AND (Month < 4)) and Ticker("XLY XLI XLB XLK"))?

Manage
1

Why is this not buying between 11th and the 4th month?

(((Month > 4) AND (Month < 11)) and Ticker(“XLP XLV XLU”)) or (((Month > 11) AND (Month < 4)) and Ticker(“XLY XLI XLB XLK”))

2

What number is greater than 11 and less than 4? I think what you want is Month > 11 or Month < 4, right?

3

Yes, you’re right. This part, “(((Month > 11) AND (Month < 4)) and Ticker(“XLY XLI XLB XLK”))”, don’t buy any ETF

4

I have some more complicated date criteria and I break the criteria down into individual selection criteria. So, just for the sake of showing another method to get to your end results:

showVar(@1, 0)
showVar(@1, @1 + (Ticker(“XLP XLV XLU”) AND InSet(Month,5,6,7,8,9,10)))
showVar(@1, @1 + (Ticker(“XLY XLI XLB XLK”) AND InSet(Month,1,2,3,12)))
@1 > 0

Edit: Note that you could change this to a stock screen by using the GICS() function in place of the Ticker() function. For example, one rule I had in such a screen:

showVar(@1, @1 + 10 ^ 6 * (GICS(STAPLE) AND InSet(Month,3,4,5,10,11,12)))

The “10^6” portion means this was the 6th criteria. That means my variable @1 will be a series of zeroes and ones, with at least one value of one and I can quickly see on the list of variables for the screen which of the various criteria it qualified for.

5

Thank you for your input, rharmelink. What I’m really aiming for here is a backtest in which I only pick up shares from specific sectors at certain times of the year.

So, from November to April, I will only have shares from the sectors XLY XLI XLB XLK, and from May to October, I will only have shares from the sectors: XLP, XLV, XLU

However, I’ve seen that I’m still a little of a newbie to be able to write the entire code.:frowning: So, when I learn, I usually go through as many of the publicly available simulations as I can, and if I don’t find anything there, I knot a bunch myself, and then I ask here, on the forum.