[amibroker] EnableRotationalTrading Problem

[Nick de Peyster <nickdepeyster@xxxxxxxxx>]

Hi, All,
 
Here's an interesting problem I am trying to solve.  I have very complex processing that I would like to do in EnableRotationalTrading, such that I need to loop through the price arrays in a special way.  Here's what I thought might be a solution but it does not work ... my thought was for the line PositionScore=sig, that sig is a two dimensional array.  This bombed on the fourth line from the bottom:
 
 
EnableRotationalTrading();
SetOption("MaxOpenPositions", 1);
SetOption("WorstRankHeld",1);
PositionSize = -100;
symlist = CategoryGetSymbols( categoryWatchlist, 16);
for( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
{
    pxarr=Foreign( sym, "C" );
    for( j = 0; j < BarCount; j++ )
    {
    sig[j][i]=pxarr[j];//I SIMPLIFIED THIS; IN REALITY COMPLEX PROCESSING OCCURS HERE
    }
}
PositionScore=sig;
 
 
 
 
 
 


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