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Hello Peter,
I actually started creating a spreadsheet like
yours (but more basic). It's in the file section at <A
href="">http://groups.yahoo.com/group/amibroker/files/Portfolio%20Backtester.zip
If you have any questions about it or about how to
code percentage commissions, feel free to email me privately.
HB
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=amiabilityy@xxxx
href="">amiabilityy
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, October 07, 2002 12:14
AM
Subject: [amibroker] Re: if exploration
has more than 1 choice, which 1?
Thanks for the replyI,m asking
as i have created a multi stock system in excel ( using imported data
after running an AMI exploration) which i will post when completed,
it selects the first availiable stock after a sell. but if there is
more than 1 choice, at the moment it selects the ticker that had the
highest value traded yesterday but i am looking for a few ideas for the
first choice selection which i will write in the exploration, to use in
excel for the choice order The system basically shows
the combined profit result of buying and selling different tickers using a
Technical system that could be traded. It creates new sheets so
the first sheet has the first choice result and the second sheet has the
2nd choice results e.t.c.then calculates the compounded profit of each of
the multi ticker sheets. an
example of what im trying to do is, Using one of
my explorations in the ami backtest i had a $400 average profit on 1400
trades in the past 10 years using $10,000 start equity. $560,000
total on all trades. placing the data in excel of the same system
but using an exploration (as i needed some extra data to use in the excel
test) the first choice selection which does not contain overlapping dates
only had 146 trades with the profit result of over $800,000 or about
$5500 average trade. if i want to trade more than 1
ticker i would use the second choice selection which in my test using
$10,000 start equity had 135 trades with a profit of $185,000.
I am still working on this as i need to control the amount of equity
in each trade by using a percentage of the total value traded on the
tickers yesterday as the maximum amount i can place in each trade as
the start equity can be greater than the amount traded on the stock.
If there are any VBA experts out there that would like to help me
with this macro please reply as i am having probs with implementing a
percentage commision.peter --- In
amibroker@xxxx, kaveman <kavemanperth@xxxx> wrote:> I just revert
to my charting skills to help make a selection, or watch> the
action before deciding.> Graham> > ----- Original Message
-----> From: "amiabilityy" <amiabilityy@xxxx>> Date:
Monday, October 7, 2002 10:32 am> Subject: [amibroker] if exploration
has more than 1 choice, which 1?> > >
<html><body>> > > > > >
<tt>> > Hi all> > > > > >
> > I am curious as to how other members decide
which stock to > > buy , > > > > if there
are more than 1 choice of stock,which seems to be the > > norm
> > > > after running an exploration of a system?
> > > > > > > > > > >
> peter> > > > > > >
> > > > > </tt>> > > >
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