Re: [amibroker] WorstRankHeld

[Global Uber-Trader <trader@xxxxxxxxxxxxxxx>]

So the "rank" specified by WorstRankHeld is in the same units as PositionScore? Example... PositionScore may range from any value between 0 and 2000 but must move to a value of "5" or below to close positions if WorstRankHeld is set to "5"?

I guess what's confusing me is the use of the word "rank" which usually denotes a percentile ranking.

-- John

On Mar 5, 2007, at 4:07 PM, Ara Kaloustian wrote:

That's exacly what happens.

If rank goes below worstrank, security is colosed

----- Original Message -----
From: <trader@xxxxxxxxxxxxcom>
To: <amibroker@xxxxxxxxxps.com>
Sent: Monday, March 05, 2007 12:28 PM
Subject: [amibroker] WorstRankHeld

> All,
>
> The documentation seems to be somewhat ambiguous on the exact meaning of
> WorstRankHeld. Is this a measure of percentile, sequential rank,
> PositionScore value? And what happens when the PositionScore for a
> security actually falls below the WorstRankHeld? Is the position for the
> security closed?
>
> Can someone provide actual detailed numbers and an example?
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
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> For other support material please check also:
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>

John T. Nelson

Research and Analytics  Software Development

trader@xxxxxxxxxxxxxxx

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