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Re: [amibroker] Back testing a Score Based System in AB



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Jayson;  Where did you "post" the T2108 
code?   I assumed you meant in the AFL Lib, but apparently 
not.
 
Thanks,
Richard
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=jcasavant@xxxxxxxxxxxx 
  href="">Jayson 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, April 11, 2003 6:06 
AM
  Subject: RE: [amibroker] Back testing a 
  Score Based System in AB
  
  You 
  are welcome...... No each time you run the scan the data is 
  re-set
   Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: <A 
  href="">uenal.mutlu@xxxxxxxxxxx 
  [mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Friday, April 11, 2003 4:16 
  AMTo: <A 
  href="">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 <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 BUG REPORTS 
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