Thanks Aron – this is working as expected.
This code is basically the same as what Marcin suggested, so I need to have another look to see why the earlier back-test did not work.
Thanks again to everyone who helped!
Best regards
Bruce
Sent: 29 April, 2016 5:10 AM
Subject: Re: [amibroker] Re: Help with Rotational Trading System code. [1 Attachment]
On 4/28/2016 2:58 PM, 'Bruce Wood' bruce.wood@bigpond.com [amibroker] wrote:
Any other ideas?
MaxPositions = 4;
SetOption("MaxOpenPositions", MaxPositions );
SetOption("WorstRankHeld", MaxPositions );
SetBacktestMode( backtestRotational );
PositionSize = 10000;
PositionScore = 50 - RSI() AND Close > 40;
As you can see form the trade list there is not entry price below 40 $
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Posted by: "Bruce Wood" <bruce.wood@bigpond.com>
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