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Hello,
I am learning rotational trading and would like some feedback on
PositionSize.
I have the following in the code.
MaxPos = 5;
SetOption("InitialEquity", 100000);
SetOption("MaxOpenPositions",MaxPos);
PositionSize = -100/MaxPos;
I run the complete afl with a PositionScore and find that on certain
days there are only 3 or 4 stocks that have a PositionScore that
warrants a buy. Thus, I am in cash for part of the time and, as a
result, would like the system to use the value less than 5 when less
than 5 stocks have PositionScores that warrant buys.
I tried the following, but can not figure out how to determine
Available_count without using AddtoComposite which seems to require 2
afls -- one to count the qualifing stocks each day via addtocomposite
and another afl to do the rotational trading.
High_available = Min(MaxPos,Available_count);
PositionSize = Nz(-100/High_available);
Thanks in advance for the help and please remember that I am just
getting into this stuff.
Bert
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