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All,
I believe I fully understand the procedure that Tomasz is using to
implement rotational trading,except for one detail described in the online guide...
"Exits are generated automatically when security's rank drops below 'worst
rank held'"
http://www.amibroker.com/guide/afl/afl_view.php?enablerotationaltrading
This is a vague statement as it does not mention any specific units of
measure. Is WorstRankHeldmeasured in percentile ranking of the PositionScores? Is there a
constraint that Position Scores mustbe in a specific range (-100 - 100)?
Can anyone give me a specific example to clarify this point?
-- John
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