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 :

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

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

?????? - 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.

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