On last day of month I want MaxOpenPositions and WorstRankHeld at 3, which I have. I do not want scoreNoRotate for other days in the month. Rather, for other days in the month I want WorstRankHeld set at 15, leaving MaxOpenPositions at 3, so that system will rotate if any position held drops to below 15th in the ranking. How do I do this?
The idea is to buy on the last day of the month the top 3 ranked and to hold them until the end of the next month, but only if the ranking does not fall a large amount (say, to 15 as I stated above) during the month. Thanks Bert --- In [email protected], "Tomasz Janeczko \(groups\)" <gro...@...> wrote: > > 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" <bistra...@...> > 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 > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > >
