[amibroker] Rotational System with PositionScore Threshold

["Curt" <crcmcc@xxxxxxxxxxx>]

I want to implement and backtest a rotational system that will invest 
in the top N securities as long as their PositionScore is above a 
threshold. If, for example, there were only two securities with 
PositionScores above the threshold, then two positions would be open 
and the other (N-2) positions would be in cash. 

Is there a way to do this without using a custom backtest procedure?

If a custom backtest procedure must be used, any guidance would be 
appreciated. 

If a custom backtest procedure is used, would EnableRotationalTrading 
still be used or would I want to implement my system without calling 
EnableRotationalTrading?

Thanks,

Curt  



Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/