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Chuck,
What are your ranking criteria ?
HB
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, May 03, 2003 23:12
Subject: RE: [amibroker] Ranking Stocks
(was ABTool)
The
ranking technique will work in optimize and backtest mode. It is
slow, however, and that's what I'm workiing on now.
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: b519b
[mailto:b519b@xxxxxxxxx]Sent: Saturday, May 03, 2003 10:58
PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Ranking Stocks (was
ABTool)Chuck,Does your ranking code just
work in scan or exploration modes, or can it be using in backtesting to
create portfolios of limited size (limited by number of stocks at one
time, or limited by total capital used)?b--- In
amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x>
wrote:> I just finished modifying my "pairs" trading AFL to use
UM's new ABTool.> It saves about 12 hours of processing time,
making it possible to actually> use the system.> > I am
almost finished modifying another piece of AFL to rank buy/short
orders> and limit the orders to available cash.> >
Since these two approaches don't seem to be of general interest, I'm
happy> to discuss methods, etc. with anyone offline.> >
Thanks again, UM, for developing such a useful
tool.Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
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