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Thanks - that's great. But what if I want the rebalance to happen on
first day of the week or the first day of the month? In other words,
that option will hold a position for N number days, but it may fall in
the middle of the month or whenever.
--- In amibroker@xxxxxxxxxxxxxxx, pointsmax@xxx wrote:
>
> Hi,
>
> try this:
>
> SetOption("HoldMinBars",5);
>
> Steve
>
>
> ----- Ursprüngliche Mail ----
> Von: droskill <droskill@xxx>
> An: amibroker@xxxxxxxxxxxxxxx
> Gesendet: Samstag, den 15. März 2008, 17:34:19 Uhr
> Betreff: [amibroker] Portfolio rotation
>
> Hey all - I've been looking at the automatic
portfolio rotation
> feature of AB, and I had a question - if I want to control the time
> element of the rotation, would I have to use the regular backtester?
>
> In other words, let's imagine that instead of rebalancing "on-demand"
> - let's imagine that I want to only rebalance once per week or once
> per month - can I do this with the rotational portfolio?
>
> Thanks!
>
>
>
>
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