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Positionsize can be an array. Look in the userguide.
If you're looking for something more complicated, like adjusting the
weights of your existing holdings (i.e. stocks which you're already
long/short and also pass the next rotationals), you will need to use
the custom backtester.
PS
--- In amibroker@xxxxxxxxxxxxxxx, "ima_cons" <ima_cons@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@>
> 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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