Many thanks for your help. What sort of value would you use for WorstRankHeld with a set up like this?
Actually, I am not entirely clear as to how Rotational trading uses WorstRankHeld. I originally assumed that rotational trading would sell a stock as soon as (1) it is no longer a top ranking stock -OR- (2) it's PositionScore drops below WorstRankHeld. But from the way I read the helpfile, it sounds like each stock is held until its PositionScore drops below WorstRankHeld, at which time a new top stock is selected according to PositionScore. The second way is probably inferior to the first unless you are very careful about your WorstRankHeld settings. --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > http://www.amibroker.com/f?enablerotationaltrading > > > Assuming that your criteria give values from -100 to 100: > > CriterionA =.. > CriterionB = > CriterionC > > PositionScore = CriterionA * 10000 + CriterionB * 100 + CriterionC; > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "trustdnb" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Saturday, September 01, 2007 7:56 PM > Subject: [amibroker] Is Portfolio Trader AFL still available somewhere? > > > > Is the Portfolio Trader AFL somewhere? I don't see it under the Files > > section? I am trying to develop a rotational trading system that I > > dont believe can be accomplished with PositionScore. > > > > Essentially, I am trying to develop a rotational trading system that > > involves ranking candidates along several criteria. > > > > Essentially I want to take: > > > > The Top 20 stocks according to criteria A, then > > The Top 10 stocks from the above group according to criteria B, > > Finally, The Top 5 stocks from the above group according to criteria C. > > > > I can easily do this type of screening via an exploration to identify > > new trades, but I don't believe I can backtest it because > > PositionScore can only be used once. > > > >
