// Simple example rotational trading system
// This is contrarian strategy - 
// it buys 10 worst stocks - the ones that suffered the most in last 5 days
// (stocks having worst 5-bar rate-of-change)
// 
number=Optimize("number",10,10,80,1);
MaxPositions = 10;
SetOption("MaxOpenPositions", MaxPositions  );
SetOption("WorstRankHeld", 50);//MaxPositions + 5 );
SetOption("MaxOpenPositions",10);
SetPositionSize( 100 / MaxPositions, spsPercentOfEquity ); 

// trade on next day open
SetTradeDelays( 1, 1, 1, 1 );
BuyPrice = Open;

SetBacktestMode( backtestRotational );

// offsetting by large positive number 
// makes sure that our score is always positive and we don't enter short trades
PositionScore = 1000-ROC( C, 5 );