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If you are asking "how can I know how many stocks will
have ROC > 0 before they are bought?" then you will need to have a "for
loop" at the beginning of your code that reads each stock from your watchlist
using "GetCategorySymbols" and tests the ROC and if > 0 adds 1 to your
count. Then after the for loop you'll put your buy/sell code and the
setting of positionsize, etc.
There are examples in the Amibroker Library on how to do
this.. Look for GetCategorySymbols.
d
--- 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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