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Derek,
The psuedo code logic you need is something like:
If S&P < its 200 MA
then set PositionScore of bond funds to 999 (very high value)
else set PostionScore normally
If your worst held rank is x, then include at least x number of bond funds in your universe to force the rankings of all other securities below the worst held rank cut off.
This will work for backtesting purposes. In real time, then you would only need to buy 1 bond fund instead of x.
--- In amibroker@xxxxxxxxxxxxxxx, "djamibroker" <djamibroker@xxx> wrote:
>
> I have been trying to search the archives for some assistance on rotating from a strategy to a single security if a condition is met but its hard to find within all of the messages.
>
> What I would like to do is have a strategy that buys mutual funds based on lets say ROC. However if the filter condition of the SPX 50 day moving average is less than its 200 day I would like to have the system only buy a certain single security like a bond funds for example.
>
> I have the buy part figured out but cant seem to figure out how to buy a single fund if the filter condition is met.
>
> Thank you for reviewing.
>
> Derek
>
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