I'm not clear how this is different from a standard rotational system - is it just that the watchlist (symbol list) that the system draws from changes dynamically? Meaning that in week one, I might have IBM and MSFT in the watchlist, and week two, I might not have either in the list?
If that's what you're looking for, I don't know anyway to do that - the standard approach is to create a watchlist with all symbols, and then using Positionscore to determine which will be bought/sold. Please provide more detail if you can.... --- In [email protected], Diego Zviovich <zviov...@...> wrote: > > Dear all, > > I'm migrating from Wealth-Lab to Amibroker to take advantage of > Amibroker's functionality and brokerage house independence. As with > any new language, it tak > es a while to get through the learning curve. > Please, would someone be kind to point me to any existing document or > example that would tackle the following type of trading system as > explained below? > The subset of issues in which the rotational system operates is > reviewed on a weekly basis, based on an unknown propietary rating > system (Think of Valueline T1, MSN 100, IBD, etc) . Some symbols are > dropped from the list, some new symbols are added to the list. If the > symbol is dropped from the list the position is closed, it will be > replaced by a new issue from the updated list for which a position is > not already open. The rest of the system operates the same way as the > standard rotational system operates, based on some position scoring > condition. > Thanks. >
