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Dale: thanks. I did that and copy a small portion of the explore results sorted by date below. The position scores are being assigned correctly and they change as the SIG value (value between 1 and 4) changes.
The thing here is that the first trade is not opened, while position scores are correct.
I am using the FastTrack database for all of this.
I wish Tomasz would step in on this one and get me unstuck from what appears to be something blocking initiating of the first trade.
Tomasz, help please.
Ken
Code segments reproduced below for help.
-----Original Message-----
From: msc626 [mailto:msc626@xxxxxxxxx]
Sent: Thursday, February 26, 2004 7:40 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: No Trades in Rotational Mode
When I am testing a new RotationalMode system, I include an
Exploration Section with a column showing the PositionScore element,
in your case RS, to see what the scores are and if they are producing
the results I am looking for.
dale b
=================
Setup code:
EnableRotationalTrading();
STARTEQ = 100000;//Optimize("Starting Equity",100000,25000,1000000,25000);
SetOption("InitialEquity", STARTEQ);
SetOption("AllowPositionShrinking",True);
SetOption("MinShares",1);
RoundLotSize = 0;
SetTradeDelays(1,1,1,1); //Buy, Sell, Short, Cover delays
BuyPrice = C; SellPrice = C;
ShortPrice = C; CoverPrice = C;
SetOption("AllowSameBarExit",False);
SetOption("ActivateStopsImmediately",False);
SetOption("FuturesMode",False);
SetOption("InterestRate",0.00);
MaxPos = 1;
SetOption("MaxOpenPositions",MaxPos);
PositionSize = -100/MaxPos;
WRH = 1;
SetOption("WorstRankHeld",WRH);
// Summation of signal states
Sig=Up+Up2+Up3+Up4;
Sig=IIf(Sig==0,1,Sig);
//Scoring Routine Begins
PositionScore =
(Sig<2 AND Name()=="SML4")*10 +
(Sig<2 AND Name()=="SML3")*4 +
(Sig<2 AND Name()=="SML2")*6 +
(Sig<2 AND Name()=="SML1")*8 +
(Sig==2 AND Name()=="SML4")*8 +
(Sig==2 AND Name()=="SML3")*10 +
(Sig==2 AND Name()=="SML2")*4 +
(Sig==2 AND Name()=="SML1")*6 +
(Sig==3 AND Name()=="SML4")*6 +
(Sig==3 AND Name()=="SML3")*8 +
(Sig==3 AND Name()=="SML2")*10 +
(Sig==3 AND Name()=="SML1")*4 +
(Sig==4 AND Name()=="SML4")*4 +
(Sig==4 AND Name()=="SML3")*6 +
(Sig==4 AND Name()=="SML2")*8 +
(Sig==4 AND Name()=="SML1")*10;
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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