Apr 17, 2016 · Rotational trading is a kind of backtest where you trade by switching positions between various symbols based on their relative score ...

Apr 17, 2016 · Rotational trading is a kind of backtest where you trade by switching positions between various symbols based on their relative score ...

Sep 27, 2015 · In rotational test however we cannot use Sell variable, because trades are driven by symbols' ranking by PositionScore values. Therefore we ...

Oct 23, 2014 · Rotational trading is based on scoring and ranking of multiple symbols based on user-defined criteria. For each symbol a user-definable ...

Apr 17, 2016 · Rotational trading is a kind of backtest where you trade by switching positions between various symbols based on their relative score ...

Jan 27, 2015 · // rotate only on Monday, every 2nd one rotation = Mon AND (countMon % 2 == 0 ); PositionScore = IIf( rotation, posScore, scoreNoRotate ) ...

Sep 28, 2015 · AmiBroker's portfolio backtester allows to define stock ranking and selection criteria by means of PositionScore variable.

Jan 27, 2015 · // rotate only on Monday, every 2nd one rotation = Mon AND (countMon % 2 == 0 ); PositionScore = IIf( rotation, posScore, scoreNoRotate ) ...

Mar 6, 2006 · Here is an example that shows how to code rotational trading system with rebalancing. The system buys and shorts top 20 securities according ...