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The function description says:
"the score of zero means no trade (exit the trade if there is already
open position on given symbol)"
That sounds like you should just calculate your scores to be within
the range you find acceptable (e.g. 15-20) else zero.
http://www.amibroker.com/guide/afl/afl_view.php?
name=enablerotationaltrading
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" <gmorlosky@xxx> wrote:
>
> How can I do rotational trading, but not be in when the trades are
the
> best of worst trades I won't trade. I beleive with
> EnableRotationalTrading and WorstHeldRank I'll be forced into taking
> trades. For example, my system is made up of bianry values 0 to 20.
I
> would not buy below 15, but if 5 was the best score and it was the
top
> score, then I would taking that trade. Is that true ? Is there a way
> around this ?
>
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