Hello,
Set both MaxOpenPositions and WorstRankHeld to 3
AND
set PositionScore to scoreNoRotate value for every day BUT the one
you want rotation to occur.
SetOption("MaxOpenPositions", 3 );
SetOption("WorstRankHeld", 3 );
PositionScore = IIF( Month() != Ref( Month(), 1 ), ...your original score
here.., scoreNoRotate );
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "bistrader" <[email protected]>
To: <[email protected]>
Sent: Wednesday, May 27, 2009 8:45 PM
Subject: [amibroker] WorstRankHeld Help
>I am working on an afl that rotates into the top 3 ETFs on the last trading
>day of the month. Here, I set MaxOpenPositions and
>WorstRankHeld to 3. I understand how to do this, but would like the afl to
>set WorstRankHeld to say 15 for any other day in the
>month. That is, if the ranking of an owned ETF falls to below 15, on any
>other market day in the month, then I want to sell the
>ETF and buy the next ranked (at that point in time) ETF.
>
> Does anyone have sample code for this?
>
> Thanks
>
> Bert
>
>
>
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