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This example shows rebalancing to a fixed % at any time - is there an
example that shows rebalancing on a specific day - I'm trying to
rebalance on a first trading day of the week or month.
Any help greatly appreciated Tomasz!
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Yes you can and there is an example code posted:
> http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "droskill" <droskill@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, March 15, 2008 5:34 PM
> Subject: [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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