Reply To: Breadth Risk On & Off

Optuma Forums Optuma Scripting Breadth Risk On & Off Reply To: Breadth Risk On & Off

#66647
Deepak
  • Topics: 69
  • Replies: 59
  • Posts: 128

Sir

I think my code for below condition is not correct. Yes i am directly applying to nifty rather than spx.

Condition 3: If Condition 1 & 2, start a days since true count#
Condition 4: If days since true count <= ten days and the percentage of S&P 500 members crosses below 50%, signal risk-off
Condition 5: If percentage of members crosses above 66%, reset condition = true

Regards,
Deepak

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