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<FONT
color=#0000ff>Also, ApplyStop
still works in rotational mode, just not with
dynamic stop levels.
<FONT
color=#0000ff><SPAN
class=679562814-27062004>
<FONT
color=#0000ff><SPAN
class=679562814-27062004>Dave
<BLOCKQUOTE
>
You already have this ability.
Buy = C > MA(C, 5);
Sell = C < MA(C, 5);
PositionScore = IIF(Buy, C/MA(C,65) + 100, 0);//Add 100 so that all
scores are positive.
Hope this helps,
Garyolivier_molongo wrote:
<BLOCKQUOTE class=replbq
>Hi
all,I want to do a backtesting that would allow me to buy each day
the top N stocks ranked by a metric. I read this message but could not
find the answer to my problem so I hope someboby can help me
there.I tried to do this using the rotational mode. But it does not
allow to use user define sell signals. Once I bought or shorted a stock
I want to implement stops for my sell and cover orders. But the
documentation of rotational mode says:"Exits are generated
automatically when security's rank drops below "worst rank held". There
is no real control over when exits happen except of setting low score to
force exits. You can also set the score on any (at least one) security
to value of scoreNoRotate to prevent rotation (so already open positions
are kept). But this is global and does not give you individual
control."Is there a workaround for this? How can I truly buy the
first N stocks and have individual control on my sell signals? Will this
be implemented in a future version? Can you help on this
Thomasz?Regards,Olivier
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