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Here is a chunk of code showing how I did this.
RankVal[(BarCount-1)-i] = (My ranking equation output);
if(RankVal[(BarCount-1)-i] < MinRank) RankVal[(BarCount-1)-i] = 0;
PositionScore = RankVal;
In line #1 I assign the output of my ranker to RankVal
In line #2 I set the RankVal to zero IF MinRank is not met.
In line #3 I assign RankVal to PositionScore
Note:
If PositionScore = 0 no trades are entered for the stock and any
existing trades are exited.
Note:
This can also be used to have a long only or short only Rotational
trading system. For long only, just assign all stocks with a negative
rank to a rank of zero.
Ed Hoopes
--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
<sebastiandanconia@xxxx> wrote:
>
> Is there a way to establish a minimum threshold level for scoring
> stocks in EnableRotationalTrading? For example, say that you're
> scoring stocks by using something like this, where you want to own
> securities that are in strong uptrends:
>
> PositionScore = C/HHV(C,60);
>
> This would favor stocks closest to their recent highs, but what if
> you wouldn't want to own a stock that had dropped down below a score
> of 85%, regardless of whether it had a high score RELATIVE to the
> other stocks available?
>
> Or should PositionScore simply be used in a "regular" system, and not
> EnableRotationalTrading? As in:
>
> Buy=PositionScore > .85
> Sell=PositionScore < .85
>
> PositionScore=C/HHV(C,60);
>
> TIA for any responses.
>
>
> Luck to all,
>
> Sebastian
>
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