Re: [amibroker] Re: In rotational trading, how to force an exit after so many days held?

["Joe Landry" <jelandry@xxxxxxxxxxxxx>]

Here are some comments by TJ about rotational trading.  From those comments
I take it means that if you set all positionScores to zero you will not re-enter
in a new position.

Or ScoreNoRotate will stop the script from entering new positions. 

HTH
JOE L.  

Hello,

Not true - if you set positionscore to ZERO - then it means do NOT

open position for that ticker. You can also use scoreNoRotate - to

stop rotation (entering new positions) on all symbols.

This is documented in the EnableRotationalTrading function docs.

WorstRankHeld works so that if you already entered position in the

past then it will NOT be exited UNTIL given symbol rank drops below

WorstRankHeld (ordinal position in a table sorted by absolute value

of PositionSocre)



For example if MaxOpenPositions is 10 and WorstRankHeld is 20

the trade will be open if stock ranks in TOP TEN and then this

position will be kept UNTIL stock rank drops below 20.

Note that WorstRankHeld MUST be greater or equal then

MaxOpenPositions. If you specify that WorstRankHeld is less than

MaxOpenPositions it will use WorstRankHeld = MaxOpenPositions anyway.

And last thing is that values of PositionScore do not need to be

inside any specific range.

Regards,

Tomasz Janeczko

amibroker.com

  ----- Original Message ----- 
  From: personal592002 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, February 14, 2007 5:46 PM
  Subject: [amibroker] Re: In rotational trading, how to force an exit after so many days held?


  The problem if you could force an exit would be for how long to keep a 
  rotational system from re-entering the same ticker.... 



   
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