I don't understand positionscore. I am trying to write a script based
on relative strength. The relative strength formula is C/MA(C,131). I
want to pick the top 10 issues with the highest number in a rotation
strategy. Here is what I have.
EnableRotationalTrading();
SetOption("WorstRankHeld",11);
PositionSize = -10; // invest 10% of equity in single security
PositionScore = (C/MA(C,131));
Does this code pick the top 10 with the highest number and rotate out
of them as that number declines below the top 10?
