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Of course, as soon as I posted this, I got the idea to search
"rotation" and found EnableRotationalTrading() !
Does anyone know if there's a way to not let this mode buy more of the
same stocks one already owns ?
Thanks,
HB
--- In amibroker@xxxxxxxxxxxxxxx, "hmab1" <hmab@xxx> wrote:
>
> Hello,
>
> It's been a while since I've done some AFL and I'm just getting back
> into system building again. So I'm a bit rusty ;)
>
> I'm trying to build a system that ranks all stocks based on a certain
> position score. At the first trading day of every month, I want to
> rebalance the portfolio by making sure that I'm holding the top 5
> stocks based on this score.
>
> How would I accomplish such a thing ?
>
> I know how to calculate the score and how to determine the beginning
> of the month but how do I:
> - determine the top 5 for that day
> - determine if the stocks I'm currently holding are in these top 5
> - if what I'm holding is not in these top 5 then sell whatever is not
> in the top 5 and buy the highest ranking stock(s) from these top 5 to
> bring my portfolio size back up to 5 stocks
>
> I'm drowning in valuewhen, cum, and sum so any tips would be much
> appreciated.
>
> Thanks,
> HB
>
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