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Hi Herman,
Zero PositionScore only exits positions in RotationalMode. Only BUY/SELL/SHORT/COVER arrays as well as stops drive when a position is replaced.
However, if you do what Chuck has suggested, and use some stock-specific criteria to "turn-off" and Buy or Short signals, you should get what you want.
NoPosition = You criteria that makes you not want a position in this stock;
Buy = Your buy code;
Buy= Buy and Not NoPosition;
If you are wanting to re-rank while you have your max positons on to roll-up to higher-ranked stocks, you can use rotational mode. However, Fred and others have shown that this can also be done in Regular mode as well.
Hope this helps,
Gary
Herman vandenBergen <psytek@xxxxxxxx> wrote:
Chuck,
1 ) Using a zero for PositionScore still gives me trades...in fact exactly the same number of trades, but the profit drops drastically. Is there another setting that has to be changed to make this work? Did you or anybody else try it?
2) Disabling Buys/Short by ANDing them with a qualifier disables the trades for a particluar stock but does not replace it with another in your Ranking operation. So if you trade four stocks you'll be trading three, or less...it messes with your portfolio trading scheme and that is not what I want.
both procedures are inaccurate in my code, i must be doing something wrong....
Thanks,
herman
-----Original Message-----From: Chuck Rademacher [mailto:chuck@xxxxxxxx]Sent: January 20, 2004 11:04 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Disable stocks with a PositionScoreHerman,I believe that setting a PositionScore to zero will achieve your objective. But can't you also control it with your "Buy" statement?At 09:50 PM 1/20/2004 +0800, you wrote:
in Rotational trading we can set the PositionScore=0; to disable trades. Using the Regular Backtester is there a value that can be assigned to the PositionScore that will block trades? I seem to recall TJ posted on this but i can't find the answer. any help will be much appreciated!herman.Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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