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My system is a bit different from that. I have specific buy and sell
signals. Say I want to implent this :
Positionscore=volume;
Buy= Close>ma(close,10);
ApplyStop (0,2,close-low,1); /* sell if close<low of the day I
bought the stock */
ApplyStop (3,2,3,1); /* sell on the third day */
sell = 0;
short = close<ma(close,10);
ApplyStop (0,2,high-close,1);
ApplyStop (3,2,2,1);
cover = 0;
This should work fine but what if I want to buy or short every day
only the top 4 stocks with highest volume?
How can I implement this with rotational mode?
Regards,
Olivier
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> Also, ApplyStop still works in rotational mode, just not with
dynamic stop
> levels.
>
> Dave
> 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,
> Gary
>
> olivier_molongo wrote:
> 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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