Re: [amibroker] Question about EnableRotationalTrading()

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

WorstRankHeld must be greater or equal to "MaxOpenPositions"
if it is less than that, AmiBroker works as it was equal to max. open positions (i.e. has no influence).

So you should use it in CONJUNCTION with MaxOpenPos (if you don't set it in the settings window correctly).

SetOption("MaxOpenPositions", 5 );
SetOption("WorstRankHeld", 5 );

If it is greater like in this example:

SetOption("MaxOpenPositions", 5 );
SetOption("WorstRankHeld", 10 );

even if rank drops below 5 currently open position remain active until it drops below 10.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "crasher_fl" <kivanov@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 15, 2006 3:12 PM
Subject: [amibroker] Question about EnableRotationalTrading()


> When I use EnableRotationalTrading() how exactly the option 
> WorstRankHeld is interpret by the back tester?
> I have changed the value from 0 to 100 with no differences in the 
> result using 100 funds.
> For example I use:
> 
> SetOption("WorstRankHeld", 5);
> 
> This should be interpreted as per the help when the open position rank 
> drops below the 5th it gets replaced as superior fund, however it does 
> nothing like that.
> 
> Please explain...
> Thanks,
> Kris
> 
> 
> 
> 
> 
> 
> 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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