I have to do it in a single run in order to backtest it. I thought it could have been done without custom backtester.
Any other hints before diving into cbi? --- In amibroker@yahoogroups.com, "re_rowland" <rowl...@...> wrote: > > Since you only want the top one from each, then it is a pretty > straightforward task to perform 3 separate runs, one with each watchlist that > has just one holding. > > You can automate something like this with BatMan and the daily reports will > show you the three positions. > > I do not know of an easy way to do this with a single run, but I'm sure it > could be accomplished with the Custom Backtester. > > --- In amibroker@yahoogroups.com, "Paolo" <pcavatore@> wrote: > > > > Is there a way to use rotational trading with 3 separate > > universes/watchlists? > > > > The issue is to get an independent ranking within each universe in order to > > get the top position from each of them rather than the top 3 positions > > overall. > > > > I believe it has to be handled outside rotational trading logic but any > > hint is appreciated. > > > > Btw using watchlists for separating into sub-groups/universes is not > > mandatory if other solutions are available. > > > > Paolo > > >
