Rotational BT: how to use one symbol if all symbols posscore are negative

[traderuk99]

Hi - using Rotational Backtester and a portfolio of stocks in a watchlist, how would I buy a symbol (say "AAPL") if all other symbol's have ROC-250<0.

Currently in the AFL below I eliminate all symbols that have ROC-250<0. But I don't know how to buy AAPL if all symbols are negative, regardless of whether AAPL's ps is negative or not.

Thank you

SetBacktestMode(backtestRotational);

mn = Month();
monthendflag = mn != Ref(mn,-1);

ps = ROC(C,250);

xScore = IIf(ps<0, 0, ps+1000);             // +1000 to avoid short trades

PositionScore = IIf(monthendflag, xScore, scorenoRotate);

[fxshrat]

@traderuk99

But I don't know how to buy AAPL if all symbols are negative, regardless of whether AAPL's ps is negative or not.

SetBacktestMode(backtestRotational);

mn = Month();
monthendflag = mn != Ref(mn,-1);

ps = ROC(C,250);

xScore = IIf(ps<0 AND Name() != "AAPL", 0, ps+1000);             // +1000 to avoid short trades

PositionScore = IIf(monthendflag, xScore, scorenoRotate);

[traderuk99]

Thanks fxshrat, the man with a plan yet again

I was so busy thinking of elaborate solutions that I overlooked the obvious

[traderuk99]

Sorry to revisit this - I'm starting to learn custom backtester.

How would this be done in CBT and not with the Name()!="AAPL" code above?

Something like:

• Add all xScores to a StaticVar (the original xScore = IIf(ps<0, 0, ps+1000); )

• In CBT, if symbol=="AAPL" and StaticVar==0, set PositionScore to 9999999.

[fxshrat]

@traderuk99

How would this be done in CBT and not with the Name()!="AAPL" code above?

Something like:

• Add all xScores to a StaticVar (the original xScore = IIf(ps<0, 0, ps+1000); )
• In CBT, if symbol=="AAPL" and StaticVar==0, set PositionScore to 9999999.

You do not need if statement in CBT.

Static var is set per symbol name already.

So you may do like this

xScore = IIf(ps<0 AND Name() != "AAPL", 0, ps+1000);   

StaticVarSet("xScore_"+Name(), xScore);

or like this

if ( Name() == "AAPL" )
	xScore = ps+1000;
else
	xScore = (ps>0) * (ps+1000);

StaticVarSet("xScore_"+Name(), xScore);

or ...

And then just call static var within CBT.