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


  • Date: Sat, 05 Dec 2009 20:16:27 -0000
  • From: "droskill" <droskill@xxxxxxxxx>
  • Subject: [amibroker] Re: Rotational trade - how do I get the top 10% of stocks?

PureBytes Links

Trading Reference Links

Figured this out:

function CountWatchList( listnum ) 
{ 
   // retrive comma-separated list of symbols in watch list 
   list = CategoryGetSymbols( categoryWatchlist, listnum ); 

   Count = 0; // just in case there are no watch list members 

   for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ ) 
   { 
      Count = Count + 1;
   } 
   return Count; 
} 

ListQty = CountWatchList(0)/10;//Counting Watchlist 0

--- In amibroker@xxxxxxxxxxxxxxx, "re_rowland" <rowland@xxx> wrote:
>
> psuedo code would be:
> 
> ListQty = number of stocks in WL (not sure of easiest way to do this)
> SetOption("MaxOpenPositions",ListQty/10);
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> 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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