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?
>
>
>
>
>
>
>
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