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Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Saturday, April 12, 2003 3:12
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Back testing a Score Based System in ABJayson,I
would suggest not to use the "~T2108" name, perhaps it belongs to
somebodyelse.Since we use a "free" condition C>MA(C,40) and
AddToComposite() function, we may give a new, more comprehensive name and
avoid probable conflicts.My suggestion was Above40MA.DT--- In
amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:> No, I
just posted it here on the BB. take a look at> <A
href="">http://groups.yahoo.com/group/amibroker/message/37406>
> You can plot the indicator on any chart by using Foreign to call
the> composite values....> > Buy=0;>
x=C>MA(C,40);> > AddToComposite(x,"~T2108","C");//counts stocks
above the 40 and saves to the> close field>
AddToComposite(1,"~T2108","V");//counts all stocks in the index>
Plot((Foreign("~T2108","C") / Foreign("~T2108","V"))*100,"% over 40>
DMA",4,1);> > Title="Total stocks "
+WriteVal(Foreign("~T2108","V"),1) + " Stocks above> the 40 DMA "
+WriteVal(Foreign("~T2108","C"),1)+ "\n Percentage of stocks> above
the 40 DMA " +WriteVal((Foreign("~T2108","C") />
Foreign("~T2108","V")*100))+""+WriteVal(ROC((Foreign("~T2108","C") />
Foreign("~T2108","V")*100),1));> > > > >
Jayson> -----Original Message-----> From: Richard Harper
[mailto:rdharper@xxxx]> Sent: Friday, April 11, 2003 5:33 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: Re: [amibroker] Back testing a Score
Based System in AB> > > Jayson; Where did you "post"
the T2108 code? I assumed you meant in the> AFL Lib, but
apparently not.> > Thanks,> Richard>
----- Original Message -----> From:
Jayson> To: 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>
-----Original Message-----> From: uenal.mutlu@xxxx
[mailto:uenal.mutlu@xxxx]> Sent: Friday, April 11, 2003 4:16
AM> To: amibroker@xxxxxxxxxxxxxxx>
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 the ~T2108> artifical ticker file before each scan. If
yes, is there> an AFL command to automate
this?> UM> ----- Original
Message -----> From:
Jayson> To:
amibroker@xxxxxxxxxxxxxxx> Sent: Friday, April
11, 2003 6:47 AM> Subject: RE: [amibroker] Back
testing a Score Based System in AB> >
> 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>
> Jayson>
-----Original Message-----> From:
uenal.mutlu@xxxx [mailto:uenal.mutlu@xxxx]> Sent:
Thursday, April 10, 2003 2:29 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: 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>
> ----- Original Message
-----> From:
Jayson> To:
amibroker@xxxxxxxxxxxxxxx> Sent:
Thursday, April 10, 2003 3:34 PM>
Subject: RE: [amibroker] Backtesting a Score Based System in AB>
> >
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> -----Original
Message-----> From: uenal.mutlu@xxxx
[mailto:uenal.mutlu@xxxx]> Sent:
Thursday, April 10, 2003 8:56 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject:
[amibroker] Backtesting a Score Based System in AB> >
> In a score based trading system
each stock gets> some
(weighted/normalized) scores assigned
and> all the scores of the underlying
indicators and methods> are cumulated
for each stock. From this list I
would> like 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
meeting> the 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
performance> of such a system in ABs
backtester.> Can this be done in
AB?> > UM> >
> > Send BUG REPORTS to bugs@xxxx>
Send SUGGESTIONS to suggest@xxxx>
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