[amibroker] CBT example for rotational mode?

["JD Fagan" <jd.fagan@xxxxxxxxx>]

RE: http://finance.groups.yahoo.com/group/amibroker/message/81506

Hello,

I'm consulting for a trading firm that wants the ability to have a
slightly different twist on the default rotational mode that AmiBroker
has by default.  Besides the basic investing in top N symbols as
defined via PositionScore, they want the top N symbols if and only if
symbol's position size attribute (which is extra data I get from
external file), is > 0% (of equity).  The reason they even keep a
symbol that has 0% defined in the list is for exit ranking reasons of
booting out a stock that falls below WorstRankHeld.

I realize that the default rotational mode doesn't have this concept
of two tiered ranking:  one for getting into vs. one for getting out
of a position.  But this is what I need I believe to achieve the above
requirement for my client.  In essence, if AB had a PositionEntryScore
vs. a PositionExitScore, I could do this easily with standard
rotational backtester.  But lacking that, I'll need to implement this
via custom backtester.  I was wondering if anyone already had
duplicated (via CBT code) the built-in ability for rotational backtester?

Best regards,

JD




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