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Re: [amibroker] Difference between Portfolio-level backtest and Rotational Trading


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Difference between Portfolio-level backtest and Rotational Trading
  • From: "Tomasz Janeczko" <amibroker@xxxxxx>
  • Date: Wed, 23 Mar 2005 12:02:52 +0100

PureBytes Links

Trading Reference Links

Hello,

First thing to note: rotational trading is also performed on portfolio-level.

The difference is that in regular mode you specify buy/sell/short/cover
signals AND PositionScore while in rotational trading you don't specify any signals, 
only positionscore.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Ko Tseng" <ko.tseng@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 23, 2005 10:51 AM
Subject: [amibroker] Difference between Portfolio-level backtest and Rotational Trading


> 
> Dear all,
> 
>  What is fundamental difference between Portfolio-level backtest and
> Rotational Trading backtest. Both use PositionScore to rank the
> positions.
> 
> Ko
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>


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