RE: http://finance.groups.yahoo.com/group/amibroker/message/81506
Hello, I'm consulting for a trading firm that wants the ability to have a slightly different twist on the default rotational mode that AmiBroker has by default. Besides the basic investing in top N symbols as defined via PositionScore, they want the top N symbols if and only if symbol's position size attribute (which is extra data I get from external file), is > 0% (of equity). The reason they even keep a symbol that has 0% defined in the list is for exit ranking reasons of booting out a stock that falls below WorstRankHeld. I realize that the default rotational mode doesn't have this concept of two tiered ranking: one for getting into vs. one for getting out of a position. But this is what I need I believe to achieve the above requirement for my client. In essence, if AB had a PositionEntryScore vs. a PositionExitScore, I could do this easily with standard rotational backtester. But lacking that, I'll need to implement this via custom backtester. I was wondering if anyone already had duplicated (via CBT code) the built-in ability for rotational backtester? Best regards, JD
