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Tomasz,
I did not skip your reply. I look at the oldest postings first that I have not read yet. So, I did not read yours at the time.
I will try what you suggested.
Bert
Tomasz Janeczko <amibroker@xxxxxx> wrote:
Bert,
It seems you have skipped my reply, so here it is again:
If you don't want to sell, just set the PositionScore to a some high number
(let's say 500) that is higher than your normal scores. That's it.
PositionScore = ... your regular code...
PositionScore = IIF( RSIStoch > 50, 500, PositionScore );
/* 500 is used here, but you can use any value higher than your regular score to prevent selling */
and for the merit of scoreNoRotate - it is used for global market timing - to stop rotation
on certain global conditions.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Bert Steele" <bistrader@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 05, 2004 8:02 PM
Subject: RE: [amibroker] FASTTRACK USERS TAKE NOTE -- NEED YOUR HELP!!!!!!!
>
> 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
>
>
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