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AmiBroker "MaxOpenPositions" vs "WorstRankedHeld"

Joined
17 July 2016
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Hi,

I am coding a rotational backtest in AmiBroker and have a question.

When I use SetOption("MaxOpenPositions", 2) I get different results to using SetOption("WorstRankHeld", 2). I have read the AmiBroker online documentation and It is not clear why they are different.

Can anyone explain why I get different results in the backtest?

Thanks
 
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