Re: [amibroker] exposure % with rotationaltrading

["David Fitch" <davidfitch@xxxxxxxxxxx>]

Try something like this

PosQty=Optimize("PositionQuantity",4,1,20,1);    or whatever you want

PositionSize= -100/PosQty;

setOpition("MaxOpenPositions",PosQty);

 

Dave

 

 

----- Original Message -----

From: foxblade2000invest

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, July 03, 2008 4:07 AM

Subject: [amibroker] exposure % with rotationaltrading

Hello,

I'm puzzled and need advice, please?

when using rotational trading, I'd assume my exposure would be 100%?

I've set the numberheld to the worstrank, hence my position sizing
should allow 100% of funds to be allocated at all times - but I'm
getting between 40% and 60%.

Can anyone help?

Cheers,
Rich

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