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Thank-you, Ed.:) I'm still advanced-code challenged, but I'll try to
absorb and use it.:)))
S.
--- In amibroker@xxxxxxxxxxxxxxx, "Ed Hoopes" <reefbreak_sd@xxxx>
wrote:
>
> 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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