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--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx>
wrote:
> You should use PositionSize to vary your allocation on trade-by-
trade basis.
>
How can I adjust PositionSize trade by trade? Can you give us an
example?
In the dingo's example above, if you set Position Size = - 10 and
have 20 stocks passing the "screening" criteria, you will just buy
10 of them (1/10 of available capital for each one).
If you set PositionSize = - 20 and have just 10 stocks that satisfy
your criteria, your capital stays 50% in cash.
In my understanding, with Rotational trading I can buy – for
example - those N stocks that have highest ROC in my universe (where
N is constant).
But .... can I buy all " N" stocks which ROC is > 0 (of course N
changes every time)?
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