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[amibroker] Re: Rotational trade - how do I get the top 10% of stocks?


  • Date: Sat, 05 Dec 2009 15:39:25 -0000
  • From: "bistrader" <bistrader@xxxxxxxxx>
  • Subject: [amibroker] Re: Rotational trade - how do I get the top 10% of stocks?

PureBytes Links

Trading Reference Links

I have similar issues and can find no easy way to do this or to in general control maxopenpositions without getting heavy into CBT.  I am thinking of controling with JavaScript which I am now learning.  Here is my thought: (1) Run an exploration on an afl that counts the number of stocks available; (2) write this or in your case the 10% number, say rounded down to 5, to a created afl that defines maxopenpositions; (3) run a rotational backtest on another afl that has an include statement to pull in the afl that defines maxopenpositions.  This would run with one JavaScript rurun.  I am not even close to doing this yet, but is my thought.  I am hoping that someone else has an easier way.  Good luck.

--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Question for the group - I know how to buy up to a specific number of positions, but how can I make the rotational trade the top 10% of positions without regard to a specific number of stocks?
> 
> Any help greatly appreciated,
> 
> Damian
>




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