Hello, That's a built in feature, no need for custom backtester.
http://www.amibroker.com/f?enablerotationaltrading SetOption("WorstRankHeld", Threshold); Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Curt" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, August 23, 2007 8:20 PM Subject: [amibroker] Rotational System with PositionScore Threshold >I want to implement and backtest a rotational system that will invest > in the top N securities as long as their PositionScore is above a > threshold. If, for example, there were only two securities with > PositionScores above the threshold, then two positions would be open > and the other (N-2) positions would be in cash. > > Is there a way to do this without using a custom backtest procedure? > > If a custom backtest procedure must be used, any guidance would be > appreciated. > > If a custom backtest procedure is used, would EnableRotationalTrading > still be used or would I want to implement my system without calling > EnableRotationalTrading? > > Thanks, > > Curt > > > > 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 > > > > >
