I also believe this is a stardard rotation system. All of the symbols remain in the watchlist. Each week, your ranking (positionscore) moves certain symbols lower in the ranking causing you to sell and then buy another (i.e., rotate) based on the ranking.
I am guessing that you know the universe of symbols to place in the watchlist. --- In [email protected], "droskill" <drosk...@...> wrote: > > 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 <zviovich@> 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. > > >
