That's exacly what happens.

If rank goes below worstrank, security is colosed

----- Original Message ----- 
From: <[EMAIL PROTECTED]>
To: <[email protected]>
Sent: Monday, March 05, 2007 12:28 PM
Subject: [amibroker] WorstRankHeld


> All,
> 
> The documentation seems to be somewhat ambiguous on the exact meaning of
> WorstRankHeld. Is this a measure of percentile, sequential rank,
> PositionScore value? And what happens when the PositionScore for a
> security actually falls below the WorstRankHeld? Is the position for the
> security closed?
> 
> Can someone provide actual detailed numbers and an example?
> 
> 
> 
> 
> 
> 
> 
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