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You
are welcome...... No each time you run the scan the data is
re-set
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Friday, April 11, 2003 4:16
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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 before
each scan. If yes, is there
an AFL command to automate this?
UM
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=jcasavant@xxxxxxxxxxxx>Jayson
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>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,
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 color=#0000ff face=Arial
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 href=""
title=jcasavant@xxxxxxxxxxxx>Jayson
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>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,
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 color=#0000ff face=Arial
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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