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


  • Date: Sun, 06 Dec 2009 20:53:21 -0000
  • From: "droskill" <droskill@xxxxxxxxx>
  • Subject: [amibroker] Re: Rotational trade - how do I get the top 10% of stocks?

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Yup!

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