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
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|