Am trying to develop a RotationalTrading
System.
I do not understand the
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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
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- [amibroker] Rotational Trading - WorstRankHeld Ara Kaloustian
- Re: [amibroker] Rotational Trading - WorstRankHeld Sidney Kaiser
- Re: [amibroker] Rotational Trading - WorstRankHeld Joe Landry
- Re: [amibroker] Rotational Trading - WorstRankHeld Joe Landry
- Re: [amibroker] Rotational Trading - WorstRankHeld Ara Kaloustian