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


  • Date: Sun, 06 Dec 2009 19:25:36 -0000
  • From: "bistrader" <bistrader@xxxxxxxxx>
  • Subject: [amibroker] Re: Rotational trade - how do I get the top 10% of stocks?

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I had this as well, but was thinking that I could not do within Rotational trading.  You seem to be saying that you: (1) call function to get count say 99, (2) set maxopenpositions to round(count).  Yes?

--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> 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@> 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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