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[amibroker] Re: PORTFOLIO TRADING module (AFL)



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Thomas,

I am aware of the AFL error you mention and another surrounding 
MinBars that were pointed out by Bruce Robinson via direct email, a 
fix will be available in the files section this evening.  As I recall 
I just used current NDX stocks.  However I was NOT purporting that 
particular scoring method as being wonderful nor even tradable per 
se.  It only used it for demo purposes.

Watchlist selection is a whole different topic unless of course you 
make that a part of the scoring which of course IS doable.  For 
example it would be simple enough to as part of the scoring function 
weed out everything with Price < 5 or Volume < X etc. etc. before you 
even get to the semi sophisticated criteria.

Best regards,

Fred

--- In amibroker@xxxxxxxxxxxxxxx, "tchan95014" <tchan95014@xxxx> 
wrote:
> Hello,
> 
> That is a great piece of AFL work. Thanks for sharing.
> 
> While I was able to make it work on my computer, there are a couple 
> of issues that need clarified, appreciated if you or any one can 
> provide any info.
> 
> 1 - When using "Close" with delay of "0", this AFL works fine, 
> however, if I set to "Open" and "1", AB would complain on this line 
> as Error 7. subscript out of range
> 	 
> 	 xxTableDelete(-1);
> 
> 2 - What is the portfolio you used to create that excellent 
results. 
> I have an old N100 list, when I ran over them, the CAR was good 
(half 
> of the best one you posted), however the MDD was horrible (more 
than 
> 2 times larger).
> 
> Do you have any suggestion on 'portfolio selection'?
> 
> 
> Thanks.
> 
> Thomas


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