# Profit Factor of strategy to PositionScore of Rotational trading

Hello everyone,
Could someone help me please, with following code?
I would like to have Profit Factor of strategy like PositionScore of Rotational trading, but T do not know how to connect Rotational strategy with basic strategy.
Example :

Basic strategy:

Filter= C>5 AND Sum( V,5 )>500000;
Buy = Cross( MA( Close, 5), MA( Close, 20));
Sell = Cross( MA( Close, 20), MA( Close, 5));

Rotational strategy:

SetBacktestMode( backtestRotational );
SetOption("initialequity",1000000);
MaxPositions = 2;
SetOption("MaxOpenPositions", MaxPositions );
SetOption("WorstRankHeld", MaxPositions + 2 );
PositionSize = 150; // invest \$150 into single trade
PositionScore = ?????? ; // Here must be highest ProfitFactor of basic strategy results which is backtesting on many symbols

I apreciate some help
Thank you

Probably it is not possible?

Thank you

Probably your opening post is not clear to others.

For some guidelines, you could read this and perhaps rephrase again.
Also, use code tags </> to enclose the AFL code.

Princip is following:
In the Rotational strategy have to be PositionScore evaluate by ProfitFactor of Basic strategy , which is calculate on symbol list.

Basic strategy:

``````Filter= C>5 AND Sum( V,5 )>500000;
Buy = Cross( MA( Close, 5), MA( Close, 20));
Sell = Cross( MA( Close, 20), MA( Close, 5));

``````

Rotational strategy:

``````SetBacktestMode( backtestRotational );
SetOption("initialequity",1000000);
MaxPositions = 2;
SetOption("MaxOpenPositions", MaxPositions );
SetOption("WorstRankHeld", MaxPositions + 2 );
PositionSize = 150; // invest \$150 into single trade
PositionScore = ?????? ;
``````

?????? - PositionScore must be highest ProfitFactor of Basic strategy results which is backtesting on symbol list. That means that first must be evaluate ProfitFactor of all symbols in the symbol list and sort by highest ProfitFactor and first for example 5 highest symbols use in the Rotational strategy.

It is not possible to write it in simple working code, because I do not know how put Rotational strategy and Basic strategy together. Problem is Buy and Sell signals in the strategy , becaouse Rotational strategy is not working with Buy and Sell.

Thank you

First thing to note is that Ranking (PositionScore) WORKS IN REGULAR mode too.
So actually if you have Buy and Sell signals you can use PositionScore (and that is what regular mode is about)
http://www.amibroker.com/guide/h_portfolio.html

This is a very good question. Did you figure out how to do this?

Brooks

Unfortunately I did not figure it out.

Mactoub