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Hi Dave,
Yes, I checked my old (and one of my first) attempts at this. I could not find a way to make this work since I do not know what symbols I own at any particular time. I will think about this some more and respond to Tomasz as well. Please look for the reply and provide feedback as I am still a little lost.
Bert
Dave Merrill <dmerrill@xxxxxxx> wrote:
Hi Bert,
Did you see Tomasz's post about this? If you don't want to sell an
individual stock, raise its PositionScore higher than is otherwise possible
with your system (or drive it maximally negative if it's short). Nothing
will ever exceed that, so it'll stay bought.
However, I don't think that quite does it. If you want to hold a position as
long as its RSIStoch is 65 or better, the only way I can see to implement
that rotationally is to set everything like that to a very high score.
That'd be the same very high score for every stock w RSIStoch >= 65, and you
wouldn't be rotating at all.
There's no way for our code to detect when a a stock has actually been
entered, so you can't just set its score high after that happens.
Maybe I'm missing something, but I don't see how to achieve your aims here.
Dave Merrill
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
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