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Hello,
Take a look at portfolio trader free add-on for AmiBroker.
It provides ability to backtest scoring and ranking based systems.
http://groups.yahoo.com/group/amibroker/files/PT-0303.zip
It has also its group
http://groups.yahoo.com/group/PortfolioTrader/
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Dave Merrill" <dmerrill@xxxxxxx>
To: "AmiBroker" <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 21, 2003 8:07 PM
Subject: [amibroker] sorting, as opposed to searching for, stocks
> say you wanted to test a trading system that found stocks meeting some basic
> criteria, then bought the 10 with the highest ranking by some criteria. in
> other words, the final selection criteria isn't an absolute metric, but a
> ranking, the 10 stocks with the highest value of that metric, whatever the
> range of values might be.
>
> you could do the sort manually in an exploration, but you couldn't backtest
> that. is there any way to do this kind of sort-based selection in some
> backtestable way?
>
> thanks,
>
> Dave Merrill
>
>
>
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