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Does anyone know how do I get CBT to report the Top 10 PositionScore tickers for market days where PositionScore is scorenorotate?
In rotational afl, it seems that CBT can only report (via _TRACE) the
Top 10 PositionScore tickers when:
(1) 10 is WorstRankHeld, and,
(2) PositionScore is positive or negative, but not zero or scorenorotate.
Assuming this to be the case, I can not figure out how to:
(a) Set PositionScore to something like the following which allows rotation only on the first of the month,
firstofmonth = Month() != Ref( Month(), -1 );
Rank = 1/RSI(14);
PositionScore = IIf( firstofmonth, IIf( rank > 0, rank, 0 ), scoreNoRotate );
(b) AND, have CBT report (via _TRACE) the top 10 tickers in a watchlist.
Help / example appreciated.
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