Duplicate: Rotational Trading using different entry exit rules

AFL Programming
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While using Rotational trading, is it possible to have a different set of rules while entering a trade and a completely different set of rules for a stock to fall of the ranks?

For Eg.

Score = ROC(EMA(C,10)10) ;
PositionScore = iif(C > 10 and C < 50, Max(Score,0),0);

So in this example, trades are only taken when the price is between 10 and 50 but trades fall of the rank if the price goes beyond 50. I want it to take trades when the price is between Rs 10 and Rs 50 but not fall off the ranks(exit) if the price goes beyond 50.

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2 posts were merged into an existing topic: AB Portfolio Rotation CBT Level 1

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