|
PureBytes Links
Trading Reference Links
|
Dave,
I have not seen other behavior. More to the point, we have been working on this for about a month now and really do not understand the value of scorenorotate if it in fact was intended to have this behavior.
I understand that Fred Tonetti was one of the original developers of rotational trading. I'll make a separate posting asking if this is the behavior he intended and if so how does he deal with one's desire to keep a symbol, no matter what, as long as something like an RSI Stochasitic stays above a certain level.
By the way, it would be appreciated if you could help me understand the value of scorenorotate if its behavior is to be date and not symbol specific. What is its value?
Regards and thanks,
Bert
Dave Merrill <dmerrill@xxxxxxx> wrote:
I think this behavior hasn't changed; it's been this way since it was
introduced, and there is no per-symbol equivalent. If you were seeing
otherwise, I can't explain it.
Dave Merrill
ScoreNoRotate does not work as expected!
Please copy and paste the following code into your AA window. Read it
and then run it, following the simple directions provided in the
code. Reply to this email as well so we can have dialog on this
important issue.
Per Marcin Gorzynski at AmiBroker Support, ScoreNoRotate does not
work on 'per symbol' but on 'per date/time' basis, so if you have
positionScore equal to ScoreNoRotate for just one symbol - it
will stop any rotation (only stops will work, but no other trades
will be performed).
This is a big problem for FastTrack users.
Lets say that you do not want to sell any fund (that you own) during
the Sell period unless its RSI Stochastic falls below 50. Well, the
Dallas FastTrack group understood that it could set PositionScore to
ScoreNoRotate (in rotational trading) for those funds with
RSIStochastic values above 50. Thus, if one set the PositionScore to
zero for all other funds during the sell period, then only the funds
with RSIStochastic values less than 50 would be sold.
However, this is not how AmiBroker works (today) as noted above.
Imagine that you have a list of 100 'good' funds, want to own no more
than 5 during any period, are willing to keep any fund that you know
own as long as it remains in the top 30 and has an RSI Stochastic
greater than 50. How do you do this? It certainly is not an
uncommon issue for FastTrack users. Sure, one can set the
PositionScore to a positive number if the funds RSI Stochastic is
greater than 50, but this will not always work give the top 30 cut
off (i.e., the fund must be in the top 30, based on PositionScore,
and also have an RSI Stochastic greater than 50 during the sell
period or it will be sold).
Am I missing something??? SHOULDN'T SCORENOROTATE BE CHANGED TO
BE 'PER SYNMOL' AND NOT 'PER DATE' AS IS THE CASE TODAY?????? IF
NOT, THEN WHAT IS THE VALUE OF SCORENOROTATE????
[Non-text portions of this message have been removed]
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups SponsorADVERTISEMENT
---------------------------------
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com
[Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|