Rotation Enhancement: buy Top 3, sell when falls out of Top 10
Author: asurapan
Creation Date: 5/12/2009 2:43 PM
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The current pre-loaded RSI Rotation strategy buys the bottom 3 and sells when is moves out of the top 3. Playing around with the strategy, I created one on a dataset of 40 securities using different technical indicators that buys the highest ranked top 3 securities and sells when it drops out of the top 3. How would I then modify the code to continue to buy the top 3, but only sell when it fell out of the top 10? In theory, this will allow a little more breathing room and reduce the number of transactions.
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Off the top of my head, I would maintain another List of Top-10 securities (completely untested):
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