Hi, All,
Here's an interesting problem I am trying to solve. I have very complex
processing that I would like to do in EnableRotationalTrading, such that I need
to loop through the price arrays in a special way. Here's what I thought might
be a solution but it does not work ... my thought was for the line
PositionScore=sig, that sig is a two dimensional array. This bombed on the
fourth line from the bottom:
EnableRotationalTrading();
SetOption("MaxOpenPositions", 1);
SetOption("WorstRankHeld",1);
PositionSize = -100;
symlist = CategoryGetSymbols( categoryWatchlist, 16);
for( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
{
pxarr=Foreign( sym, "C" );
for( j = 0; j < BarCount; j++ )
{
sig[j][i]=pxarr[j];//I SIMPLIFIED THIS; IN REALITY COMPLEX PROCESSING
OCCURS HERE
}
}
PositionScore=sig;