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
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