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On last day of month I want MaxOpenPositions and WorstRankHeld at 3, which I have. I do not want scoreNoRotate for other days in the month. Rather, for other days in the month I want WorstRankHeld set at 15, leaving MaxOpenPositions at 3, so that system will rotate if any position held drops to below 15th in the ranking. How do I do this?
The idea is to buy on the last day of the month the top 3 ranked and to hold them until the end of the next month, but only if the ranking does not fall a large amount (say, to 15 as I stated above) during the month.
Thanks
Bert
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko \(groups\)" <groups@xxx> wrote:
>
> 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@xxx>
> 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
> >
> >
> >
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------------------------------------
**** IMPORTANT PLEASE READ ****
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