>Lets say that on one date that I have 20 stocks that pass muster and I
want >to allocate my $ evenly over those 20. Then the MaxOpenPositions
would be >20, right?
Right but not only that. You need to set PositionSize =
-100/20; // 5% of equity in one security
Otherwise you won't have enough money to open 20.
>But on the next date I only have 10 stocks that pass must and I want
to >allocate my $ evenly over those 10. How do I do that?
Simply make sure that your formula generates non-zero score
only for ten symbols
or use:
PositionSize = -10; // 10% of equity
This way even if your settings allow 20 positions, AB won't
enter more than 10 because
there will be not enough funds to enter more than
10.
"MaxOpenPositons" is.... the MAXIMUM. It does not say that you
MUST enter as many.
All it says is that you may enter not more than
that.
You should use PositionSize to vary your allocation on
trade-by-trade basis.
Best regards, Tomasz Janeczko amibroker.com
----- Original Message -----
Sent: Wednesday, April 26, 2006 6:17
PM
Subject: [amibroker] Rotational Trading
question
duuudes:
I need some help in understanding how
Rotational Trading works:
Lets say that on one date that I have 20
stocks that pass muster and I want to allocate my $ evenly over those 20.
Then the MaxOpenPositions would be 20, right?
But on the next
date I only have 10 stocks that pass must and I want to allocate my $
evenly over those 10. How do I do that?
The number of stocks is only
determined after they are filtered in the same AFL that does the buying and
selling and I'm under the impression that SetOption( "MaxOpenPositions" ..)
and SetOption( "WorstRankHeld"...) are to be set at the beginning of the
code and can't be dynamic. Is this assumption correct? If so, how
does one go about this?
TIA
confooosed dingo
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