Create strategy for SPDR sector rotation
Author: spopiela
Creation Date: 7/23/2012 12:38 PM
profile picture

spopiela

#1
I tried to modify the Fidelity Select Sector rotation system to create a strategy that would allow me to buy ( or keep) the 3 top performing (based on % price change) Spyder sector ETFs ( 9 total). The variables would be number of symbols purchased, backtest period for returns and holding period. The Fidelity SSR system seemed that it might be easily adaptible to accomodate what I wanted. I changed the number of symbols to the 9 total within the code. However, the number of symbols variable does not work. There seems to be code that creates the variables but is not active. Only one symbol is purchased. Also, every other holding period doesn't have any trades. Can I get some help in creating a Spyder Sector Rotation System that can be backtested and optimized?

My coding ability is very limited

Thank You in Advance


profile picture

Eugene

#2
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).