|
PureBytes Links
Trading Reference Links
|
Hello,
Set both MaxOpenPositions and WorstRankHeld to 3
AND
set PositionScore to scoreNoRotate value for every day BUT the one
you want rotation to occur.
SetOption("MaxOpenPositions", 3 );
SetOption("WorstRankHeld", 3 );
PositionScore = IIF( Month() != Ref( Month(), 1 ), ...your original score here.., scoreNoRotate );
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "bistrader" <bistrader@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, May 27, 2009 8:45 PM
Subject: [amibroker] WorstRankHeld Help
>I am working on an afl that rotates into the top 3 ETFs on the last trading day of the month. Here, I set MaxOpenPositions and
>WorstRankHeld to 3. I understand how to do this, but would like the afl to set WorstRankHeld to say 15 for any other day in the
>month. That is, if the ranking of an owned ETF falls to below 15, on any other market day in the month, then I want to sell the
>ETF and buy the next ranked (at that point in time) ETF.
>
> Does anyone have sample code for this?
>
> Thanks
>
> Bert
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|