[amibroker] comparision of rotational trading with buy/sell

["anand_huprikar" <huprikar@xxxxxxxxxxx>]

  I have written a rather  simple system  to understand the 
differences between buy-sell and rotational trading systems.
  The system trades fidelity sector funds, daily setting,no stops, 
last two years of data for backtest/optimization.


t=Optimize("t",170,100,250,20);
PositionScore=IIf(MACD(t/3,t)>0,MACD(t/3,t),0);
//long trades only
SetOption("holdminbars",25);
SetOption("MaxOpenPositions",1 ); SetOption("WorstRankHeld",1);
EnableRotationalTrading( );
//Buy=PositionScore>0;Sell=1;Buy=ExRem(Buy,Sell);Sell=ExRem
(Sell,Buy);

  When I replace the "enablerotationaltrading" line with buy,sell 
line the results are extremely different.  Can somebody guide me to 
what the correct buy,sell code should be? or point me to 
something that would explain the differences.

Thank you;

Anand Huprikar



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