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Fred,
Thanks for the update.
Yes, when I wanted to optimize on MinBars AFL also complained.
Portfilio selection, in my definition, means to get the 'suitbale'
stocks to be traded. For example, after an 10 years historical test,
if a stock has proven big money loser, do you keep it in the final
portfolio? It is kind of curve fitting, but the purpose of historical
test tell us not only the system used, but also the potential
candidates (If it is properly done). What do you think....
Thomas
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> 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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