Re: [amibroker] Rotational Trading question

[Tomasz Janeczko]

>Lets say that on one date that I have 20 stocks that pass muster and I want >to allocate my $ evenly over those 20. Then the MaxOpenPositions would be >20, right?    Right but not only that. You need to set PositionSize = -100/20; // 5% of equity in one security Otherwise you won't have enough money to open 20.   >But on the next date I only have 10 stocks that pass must and I want to >allocate my $ evenly over those 10. How do I do that?   Simply make sure that your formula generates non-zero score only for ten symbols or use:   PositionSize = -10; // 10% of equity   This way even if your settings allow 20 positions, AB won't enter more than 10 because there will be not enough funds to enter more than 10.   "MaxOpenPositons" is.... the MAXIMUM. It does not say that you MUST enter as many. All it says is that you may enter not more than that.   You should use PositionSize to vary your allocation on trade-by-trade basis. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: dingo To: amibroker@yahoogroups.com Sent: Wednesday, April 26, 2006 6:17 PM Subject: [amibroker] Rotational Trading question duuudes: I need some help in understanding how Rotational Trading works: Lets say that on one date that I have 20 stocks that pass muster and I want to allocate my $ evenly over those 20. Then the MaxOpenPositions would be 20, right?  But on the next date I only have 10 stocks that pass must and I want to allocate my $ evenly over those 10. How do I do that? The number of stocks is only determined after they are filtered in the same AFL that does the buying and selling and I'm under the impression that SetOption( "MaxOpenPositions" ..) and SetOption( "WorstRankHeld"...) are to be set at the beginning of the code and can't be dynamic.  Is this assumption correct? If so, how does one go about this? TIA confooosed dingo Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.