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Any idea?
--- In amibroker@xxxxxxxxxxxxxxx, "olivier_molongo"
<olivier_molongo@xxxx> wrote:
> 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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