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I'm not clear how this is different from a standard rotational system - is it just that the watchlist (symbol list) that the system draws from changes dynamically? Meaning that in week one, I might have IBM and MSFT in the watchlist, and week two, I might not have either in the list?
If that's what you're looking for, I don't know anyway to do that - the standard approach is to create a watchlist with all symbols, and then using Positionscore to determine which will be bought/sold.
Please provide more detail if you can....
--- In amibroker@xxxxxxxxxxxxxxx, Diego Zviovich <zviovich@xxx> wrote:
>
> Dear all,
>
> I'm migrating from Wealth-Lab to Amibroker to take advantage of
> Amibroker's functionality and brokerage house independence. As with
> any new language, it tak
> es a while to get through the learning curve.
> Please, would someone be kind to point me to any existing document or
> example that would tackle the following type of trading system as
> explained below?
> The subset of issues in which the rotational system operates is
> reviewed on a weekly basis, based on an unknown propietary rating
> system (Think of Valueline T1, MSN 100, IBD, etc) . Some symbols are
> dropped from the list, some new symbols are added to the list. If the
> symbol is dropped from the list the position is closed, it will be
> replaced by a new issue from the updated list for which a position is
> not already open. The rest of the system operates the same way as the
> standard rotational system operates, based on some position scoring
> condition.
> Thanks.
>
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