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Hello,
You can use new backtestRegularRaw mode (see 4.96 docs).
If you use
Buy = 1;
it will behave as rotational system as far as ENTRIES are considered.
In this mode you can also control entries by 2 rankings using this:
PositionScore = ..regular score.
Buy = ... your condition from external file....
For exits - you will be able to control them separately using regular Sell rule.
If you are after score-based exits as well you can traverse
signal list (in CBT) code to see if given symbol is still on top-n list
and exit position if it isn't.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "JD Fagan" <jd.fagan@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, June 03, 2007 2:33 AM
Subject: [amibroker] CBT example for rotational mode?
> 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
>
>
>
>
> 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
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
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
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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