Hello, You can use new backtestRegularRaw mode (see 4.96 docs). If you use Buy = 1;
it will behave as rotational system as far as ENTRIES are considered. In this mode you can also control entries by 2 rankings using this: PositionScore = ..regular score. Buy = ... your condition from external file.... For exits - you will be able to control them separately using regular Sell rule. If you are after score-based exits as well you can traverse signal list (in CBT) code to see if given symbol is still on top-n list and exit position if it isn't. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "JD Fagan" <[EMAIL PROTECTED]> To: <amibroker@yahoogroups.com> Sent: Sunday, June 03, 2007 2:33 AM Subject: [amibroker] CBT example for rotational mode? > RE: http://finance.groups.yahoo.com/group/amibroker/message/81506 > > Hello, > > I'm consulting for a trading firm that wants the ability to have a > slightly different twist on the default rotational mode that AmiBroker > has by default. Besides the basic investing in top N symbols as > defined via PositionScore, they want the top N symbols if and only if > symbol's position size attribute (which is extra data I get from > external file), is > 0% (of equity). The reason they even keep a > symbol that has 0% defined in the list is for exit ranking reasons of > booting out a stock that falls below WorstRankHeld. > > I realize that the default rotational mode doesn't have this concept > of two tiered ranking: one for getting into vs. one for getting out > of a position. But this is what I need I believe to achieve the above > requirement for my client. In essence, if AB had a PositionEntryScore > vs. a PositionExitScore, I could do this easily with standard > rotational backtester. But lacking that, I'll need to implement this > via custom backtester. I was wondering if anyone already had > duplicated (via CBT code) the built-in ability for rotational backtester? > > Best regards, > > JD > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >