Below is an example of what I'm talking about using the Rotation Example
in the Amibroker include directory.
--- In amibroker@yahoogroups.com, "burger4wimpy"
wrote:
>
> That didn't help. I'm trying to hold 2 positions. I had
PositionSize= -100/2. I changed it
) 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" 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
