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[USER=57364]@Skate[/USER], thanks for that code. Yes it gets me closer to [USER=9654]@trav[/USER] but there is a difference in that [USER=9654]@trav[/USER] exploration is at a sector level, eg $XSJ, $XMJ, etc whilst your code is at the Index level $XJO.When I run your code in an exploration I get the following[ATTACH=full]104663[/ATTACH]Whereas with [USER=9654]@trav[/USER] the exploration isWhen I run the backtest this is the result [ATTACH=full]104666[/ATTACH]So I guess to emulate [USER=9654]@trav[/USER] I need to get back to the Sector level.Thanks again for any insights.
[USER=57364]@Skate[/USER], thanks for that code. Yes it gets me closer to [USER=9654]@trav[/USER] but there is a difference in that [USER=9654]@trav[/USER] exploration is at a sector level, eg $XSJ, $XMJ, etc whilst your code is at the Index level $XJO.
When I run your code in an exploration I get the following[ATTACH=full]104663[/ATTACH]
Whereas with [USER=9654]@trav[/USER] the exploration is
When I run the backtest this is the result [ATTACH=full]104666[/ATTACH]
So I guess to emulate [USER=9654]@trav[/USER] I need to get back to the Sector level.
Thanks again for any insights.
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