Rotational sorting weights

[noerocla1]

Attn customer service,

there is a way to sort position size during rotational backtesting ?

For example, if I want rotate top 14 of “n” symbols:

Thank you very much for any helps.
Best Regards

[Tomasz]

Explained in the Users' Guide: http://www.amibroker.com/f?enablerotationaltrading

[noerocla1]

Dear Tomasz,

sorry but i can't find it on your link.
I wuold like to understand if there's a way to give weight proportionally to positionscore, and not equal weighted.

Thank you in advance
best regards

[Tomasz]

For that you would need to implement rebalancing, because position values and their ranks change each bar:
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/