Am trying to develop a RotationalTrading System.
 
I do not understand the

SetOption("WorstRankHeld",Rank); 

command. It seems to impact the trading even if rank is larger than MaxOpenPositions.

 

Example:

If I allow 5 open positions, why should a rank of 10 or 20 ... or any number over 5 have an influence in trading results???

I guess I don't understand exactly what WorstRankHeld means...

Appreciate anyone's expertise in this

 

Ara

__._,_.___

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






SPONSORED LINKS
Software support Small business finance Business finance online
Business finance training Business finance course


YAHOO! GROUPS LINKS




__,_._,___

Reply via email to