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DM,
One way to approach this without having to delve into CBT is to:
1) run a test with all 9 at equal-weight or market-weight or whatever-
weight you want. This would be a B&H test without rotation.
2) run a rotational test that just holds the top 4 of 9 sectors.
3) combine the two runs as another B&H test. By varying the weighting
of the run #1 results with run#2 results, you should be able to see any
level of sector overweighting you desire.
--- In amibroker@xxxxxxxxxxxxxxx, "dmcleod1981" <dmcleod1981@xxx> wrote:
>
> I am trying to figure out how in a rotational system I could use
> different position weightings for a group of etfs. For example what I
> would like to do is buy all 9 S&P sector etf's but weight the top 4 or
> 5 with a heavier weight based on a signal of some kind. Has someone
> seen a similar example in the archives as I have not been able to find
> one without using the Custom Backtester. I may have to go that route
> but I was hoping for me an easier way.
>
> Thanks
> DM
>
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