[amibroker] Re: Rotational Trading periods with no buys
My guess is that the equity curve is flat (holding no ETFs) when positionscore is less than zero. Check you positionscores via exploration to see if this is the case and then just add large number to positionscore, say 1, to make all positive and run again. --- In amibroker@yahoogroups.com, burger4wimpy burger4wi...@... wrote: I'm using a basic Rotational system buying the top 2 ETF's out of a watchlist based on a Positionscore. There are periods when it is not holding any ETFs. My desire is to always be holding to top 2. How can I prevent these periods of holding nothing? Thanks
[amibroker] Re: Rotational Trading periods with no buys
That didn't help. I'm trying to hold 2 positions. I had PositionSize= -100/2. I changed it to PositionSize=-100 but now it only buys 1 ETF at a time. --- In amibroker@yahoogroups.com, bistrader bistra...@... wrote: My guess is that the equity curve is flat (holding no ETFs) when positionscore is less than zero. Check you positionscores via exploration to see if this is the case and then just add large number to positionscore, say 1, to make all positive and run again. --- In amibroker@yahoogroups.com, burger4wimpy burger4wimpy@ wrote: I'm using a basic Rotational system buying the top 2 ETF's out of a watchlist based on a Positionscore. There are periods when it is not holding any ETFs. My desire is to always be holding to top 2. How can I prevent these periods of holding nothing? Thanks
[amibroker] Re: Rotational Trading periods with no buys
Below is an example of what I'm talking about using the Rotation Example in the Amibroker include directory. img src=Capture.GIF height=435 width=457 --- In amibroker@yahoogroups.com, burger4wimpy burger4wi...@... wrote: That didn't help. I'm trying to hold 2 positions. I had PositionSize= -100/2. I changed it to PositionSize=-100 but now it only buys 1 ETF at a time. --- In amibroker@yahoogroups.com, bistrader bistrader@ wrote: My guess is that the equity curve is flat (holding no ETFs) when positionscore is less than zero. Check you positionscores via exploration to see if this is the case and then just add large number to positionscore, say 1, to make all positive and run again. --- In amibroker@yahoogroups.com, burger4wimpy burger4wimpy@ wrote: I'm using a basic Rotational system buying the top 2 ETF's out of a watchlist based on a Positionscore. There are periods when it is not holding any ETFs. My desire is to always be holding to top 2. How can I prevent these periods of holding nothing? Thanks
