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Hi there,
I have a question concerning POSITIONSCORE.
I am selecting 10 stocks according to some BUY rules from a watchlist
and prefer higher priced stocks:
SetOption ("MaxOpenPositions", 10);
Positionscore = C;
I noticed that the HIGHEST stock in the list is not giving good
results on average.
I would like to trade 10 stocks, BUT skip the highest priced stock.
POSITIONSCORE will always select the 10 highest priced stocks,
INCLUDING the highest. How can I tell AB to EXCLUDE the highest priced
stock ??
It means, always trading 10 stocks (POSITIONSCORE will select those),
but excluding the highest priced stock.
Thanks,
Werner
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