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Hello,
No it is NOT required to delete composite
before scanning.
Please read the reference.
<A
href="">http://www.amibroker.com/guide/afl/afl_view.php?name=ADDTOCOMPOSITE
Excerpt:
"
flags - contains the sum of following
values
atcFlagResetValues = 1 - reset values at the beginning of scan
(recommended)
"
This flag is set by default so values are reset back to zero
at the beginning of scan.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=uenal.mutlu@xxxxxxxxxxx
href="">uenal.mutlu@xxxxxxxxxxx
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 11, 2003 10:15
AM
Subject: Re: [amibroker] Back testing a
Score Based System in AB
Jayson,
thanks for the code. It is going to help me
much.
BTW: is it required to manually delete <FONT
face=Arial>the ~T2108
artifical ticker file <FONT
face=Arial>before each scan. If yes, is there
an AFL command to automate this?
UM
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 11, 2003 6:47
AM
Subject: RE: [amibroker] Back testing a
Score Based System in AB
<SPAN
class=616364304-11042003>UM,
<SPAN
class=616364304-11042003>Take a look at the T2108 indicator I just posted.
That code used addtocomposit to do the math. Basically you create an
artificial ticker where you can assign values to the standard
open/close/high/low/vol/OI fields. There is a detailed Tutorial in the help
file written by Herman...well worth reading....Let me know if you are still
stuck
<FONT face=Arial color=#0000ff
size=2>Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Thursday, April 10, 2003
2:29 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Backtesting a Score Based System in AB
Hi Jayson,
I unfortunately have only little knowledge about
composite creation
or its use in AB. Can
you explain a little bit more the method you mean
please.
Here my manual method which I would like to backtest
in AB:
Say I have 100 stocks in my universe. Each
day before market open
I calculate a score
for every stock. Then I sort this and take the
first
5 stocks with the highest
scores into my watchlist for trading. This
scenario I would like to
backtest in AB to see how good or bad such
a scoring system
performs.
UM
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 10, 2003 3:34
PM
Subject: RE: [amibroker] Backtesting
a Score Based System in AB
<SPAN
class=965432813-10042003>Um,
<SPAN
class=965432813-10042003>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.....
<FONT face=Arial color=#0000ff
size=2>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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