Hi, I've been trying to do something similar (see http://finance.groups.yahoo.com/group/amibroker/message/140765) using a PositionScore variable updating only on rebalancing days rather than using CBI and ScoreNoRotate. Unfortunately I haven't been able to achieve what I needed but it may help you.
Paolo --- In [email protected], "bistrader" <bistra...@...> wrote: > > Is there a way to use ScoreNoRotate in custom backtester so that there is no > rotation on certain days of the month. I can do with PositionScore in main > part of code, but this does not allow one to get at the daily ticker rankings > that I need. So, I have PositionScore = ranking (say 1/Rsi) and want to > control the days that rotation takes place vie custom backtester code. In > this case, do not trade (or use ScoreNoRotate) on all market days that are > NOT the first of the month. > > ... >
