Re: [amibroker] Rotational System with PositionScore Threshold

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

That's a built in feature, no need for custom backtester.

http://www.amibroker.com/f?enablerotationaltrading

SetOption("WorstRankHeld", Threshold);

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Curt" <crcmcc@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 23, 2007 8:20 PM
Subject: [amibroker] Rotational System with PositionScore Threshold


>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
> 
> 
> 
> 
>


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

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For other support material please check also:
http://www.amibroker.com/support.html
 
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