How to skip signals in Rotational Trading

AFL Programming
1

Hello guys, I've looked everywhere for an answer to this and couldn't find a satisfactory solution.
I am testing a simple rotational system that buys the top 5 signals based on ROC. Below is a sample of the code:

EnableRotationalTrading();
MaxPositions = 5;

SetOption("MaxOpenPositions", MaxPositions);
SetOption("WorstRankHeld", MaxPositions);
SetOption("AllowPositionShrinking", 1);

PositionSize = -(100 / MaxPositions);
PositionScore = (1000 + SymbolROC)

As you can see it's pretty straight forward. The problem: At a certain point in the backtest, the top raking asset is a very expensive stock and it is not possible to buy a round lot size of it (100) with the available cash. The log bellow shows how the first signal errors because it needs 27k available cash but only 9k is available.

29/06/2018
	Scores:MDGL=1427.632, TNDM=1425.468, I=1400, BXC=1328.194, EGAN=1260.563, SRNE=1248.889, 
	 MDGL not entered because of insufficient funds or wrong position size/value (reqEntryPrice: 270, reqEntryPosSize: 20% of equity (value = 9200.136), reqLotSize: 100)
	0 Open Positions: , Market Value: 0.00, Equity: 46000.68, Cash: 46000.68, Margin: 0.00, Net Cash Balance: 46000.68,

Is there any way to ignore this error and enter the next 4 trades?

Thank you very much!

2

Two simple solutions I can think of:

  • create an 'exclusion' watchlist, or
  • set a maximum price.

I am not at home in front of my trading machine and can't remember the exact syntax.

3

You should now go and get your 'lic-ence veri-fied' badge before posting any more questions.

4

Having your Round Lot Size set to 100 would appear to be why the position is not being entered.

Try adding:
RoundLotSize = 1;
to your code.