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<SPAN
class=965432813-10042003>Um,
If you
can create an indicator that does the score could you perhaps create a composite
of your basket scores and do the math within the composite to determine your top
10%? If so then running a scan to create your composite then calling that
composite value in your exploration or back test filter should accomplish your
task.....
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Thursday, April 10, 2003 8:56
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Backtesting a Score Based System in ABIn a score based
trading system each stock getssome (weighted/normalized) scores assigned and
all the scores of the underlying indicators and methodsare cumulated for
each stock. From this list I wouldlike to take the first (or the first x)
stocks for backtesting.How could this be realized in an exploration or in
the backtester?One would need to filter and collect the stocks
meetingthe underlying criteria and then would need to sort the table and
pick item number(s) and assign them to the Buy array.This would be very
interessting for testing the performanceof such a system in ABs backtester.
Can this be done in AB?UMSend
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