All, I believe I fully understand the procedure that Tomasz is using to implement rotational trading,except for one detail described in the online guide...
"Exits are generated automatically when security's rank drops below 'worst rank held'" http://www.amibroker.com/guide/afl/afl_view.php?enablerotationaltrading This is a vague statement as it does not mention any specific units of measure. Is WorstRankHeldmeasured in percentile ranking of the PositionScores? Is there a constraint that Position Scores mustbe in a specific range (-100 - 100)? Can anyone give me a specific example to clarify this point? -- John ------------------------ Yahoo! Groups Sponsor --------------------~--> Yahoo! Groups gets a make over. See the new email design. http://us.click.yahoo.com/XISQkA/lOaOAA/yQLSAA/GHeqlB/TM --------------------------------------------------------------------~-> 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 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/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
