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Re: [SPAM][amibroker] Re: Rotational Systems



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Maybe the HOLD() function can do it for you....it is in the help file..
 
 
----- Original Message -----
Sent: Saturday, February 07, 2009 8:35 PM
Subject: Re: [SPAM][amibroker] Re: Rotational Systems

Thanks for the reply.  However, the rotation back into the same specific symbol after a day or two doesn?t necessarily occur at the first of the month.  It occurs at any time during the month.

 
----- Original Message -----
From: droskill
Sent: Saturday, February 07, 2009 2:46 PM
Subject: [SPAM][amibroker] Re: Rotational Systems

Well, you could do something like:

dy = Day();
FirstDayOfMonth = IIf(Day() < 2,1,0);

PositionScore = IIf(FirstDayOfMonth, PositionScore, scoreNoRotate);

--- In amibroker@xxxxxxxxxps.com, "Fcastner" <fcastner@xx.> wrote:
>
> My rotational trading systems sometimes rotate out of a specific fund
> and then one or two three days later will rotate back into the same
> specific fund. Can someone tell me how I can specify the minimum time
> (such as 30 days) after rotating out of a specific fund before the
> system can rotate back into it. Any coding clue would be appreciated.
>
> Thanks
>



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