|
PureBytes Links
Trading Reference Links
|
Curt,
I think I just went through figuring out how to do what you want in
one of my systems. Hope this helps!
PS = put in whatever your PositionScore function is here;
PositionScore = IIF(PS > WorstScoreHeld, PS, 0);
What this does is use your PositionScore function if PS >
WorstScoreHeld otherwise the 0 value for PositionScore means no trade
(exit the trade if there is already open position on given symbol)
George
--- In amibroker@xxxxxxxxxxxxxxx, "Curt" <crcmcc@xxx> wrote:
>
> Here is another way to think of this. If N is the Maximum positions
> held, then imagine having a watchlist with M stocks (M > N) and
> N "money market" securities. For each of the N money market
> securities, set the PositionScore = WorstScoreHeld. Then, if I had at
> least N stocks with a PositionScore > WorstScoreHeld, I would be fully
> invested in stocks. If all of my stocks had a PositionScore <
> WorstScoreHeld, then I would be fully invested in the money market.
>
> I don't want to actually inject N money market securities into my
> watchlist. But if I did, and I could control the positionScore of the
> moneymarket securities, then I would get the result I want. I want to
> accomplish the equivalent thing but with just my M stocks in my
> watchlist.
>
> 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/
|