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Steve,
Anything is possible if you write the code for it and Uenal Mutlu's
ABTool provides a lot of functionality without which it would be
difficult if not impossible to do, hell it was somewhat difficult to
do with it.
IMHO replacing stocks is a function of the ranking process i.e. if
something rises to a higher rank on the list then what one is holding
then you switch into the new stock and remove the lowest rank one on
the list but this could also be coupled with the proviso to not
switch until one gets a sell on a particular stock.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <steve@xxxx> wrote:
> Fred,
>
> Chart looks good to me! I'm surprised by your description of the
> system. I thought that ranking a group of stocks and picking the
top
> n for purchase wasn't (yet) possible in AB. How did you manage
this?
> How do you decide when to replace the current picks with new picks?
>
> Thanks for any pointers.
>
> Steve
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxxx>
wrote:
> >
> > Steve,
> >
> > As an alternative answer to your question ...
> >
> > If CAR is the goal with disregard to DD's and NDX (of sorts) is
the
> > vehicle, it's not too difficult to obtain semi decent results
over
> that
> > timeframe using a simple non optimized ranking system to pick the
> top n
> > candidate stocks from the NDX as a rotating portfolio to trade
> long and
> > short (See Attached) These are hardly what I'd call outstanding
> results
> > given the size of the DD's, but given that this was in essence a
> > "sample" ranking criteria to drive the surrounding development
> activity
> > the results are IMHO better than expected.
> >
> > Fred
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