My guess is that the equity curve is flat (holding no ETFs) when positionscore is less than zero. Check you positionscores via exploration to see if this is the case and then just add large number to positionscore, say 10000, to make all positive and run again.
--- In amibroker@yahoogroups.com, "burger4wimpy" <burger4wi...@...> wrote: > > I'm using a basic Rotational system buying the top 2 ETF's out of a watchlist > based on a Positionscore. There are periods when it is not holding any ETFs. > My desire is to always be holding to top 2. How can I prevent these periods > of holding nothing? Thanks >
