Timing The Market With Healthcare Stocks And The S&P 500 (Rotation Trading Strategy) (Amibroker Code)

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The strategy in plain English:

 

1. We go long healthcare stocks at the close of April and sell at the close of September.
2. We go long S&P 500 at the close of September and sell at the close of April.

 

Amibroker code:

 

Performance from the close of April until the close of September (sell in May and go away):

Buy=Month()!=Ref(Month(),1) AND Month()==4;
buyPrice=Close;
Sell= Month()!=Ref(Month(),1) AND Month()==9;
sellPrice=Close ;

 

Performance from the close of September until the close of April:

Buy=Month()!=Ref(Month(),1) AND Month()==9;
buyPrice=Close;
Sell= Month()!=Ref(Month(),1) AND Month()==4;
sellPrice=Close ;

The code of the rotation strategy:

setOption(“holdminbars”,1);
SetOption(“initialEquity”,100000);
SetOption(“accountmargin”,100/leverage);
setOption(“MaxOpenPositions”,1);
SetPositionSize(99.75,spsPercentOfEquity);

 

if( Name() == “SPY” )
{

Buy= Month()!=Ref(Month(),1) AND Month()==9;
buyPrice=Close;
Sell= Month()!=Ref(Month(),1) AND Month()==4 ;
sellPrice=Close ;

 

}

if( Name() == “FSPHX” )
{

Buy= Month()!=Ref(Month(),1) AND Month()==4;
buyPrice=Close;
Sell= Month()!=Ref(Month(),1) AND Month()==9 ;
sellPrice=Close ;
//ApplyStop(stopTypeNBar,stopModeBars,1,1) ;

 

}

 

Disclosure: We are not financial advisors. Please do your own due diligence and investment research or consult a financial professional. All articles are our opinions – they are not suggestions to buy or sell any securities.