When trying to use the Rotational backtest mode you must define PositionScore
variable that decides how symbols are ranked and sorted. Example PositionScore
assignment is presented below:
EnableRotationalTrading();
SetOption("WorstRankHeld",5);
PositionSize = -25; //
invest 25% of equity in single security
PositionScore = 50 - RSI(); //
THIS IS REQUIRED for rotational mode
For more details see Rotational Trading mode