Does anyone know how do I get CBT to report the Top 10 PositionScore tickers for market days where PositionScore is scorenorotate?
In rotational afl, it seems that CBT can only report (via _TRACE) the Top 10 PositionScore tickers when: (1) 10 is WorstRankHeld, and, (2) PositionScore is positive or negative, but not zero or scorenorotate. Assuming this to be the case, I can not figure out how to: (a) Set PositionScore to something like the following which allows rotation only on the first of the month, firstofmonth = Month() != Ref( Month(), -1 ); Rank = 1/RSI(14); PositionScore = IIf( firstofmonth, IIf( rank > 0, rank, 0 ), scoreNoRotate ); (b) AND, have CBT report (via _TRACE) the top 10 tickers in a watchlist. Help / example appreciated. ...
