|
PureBytes Links
Trading Reference Links
|
Hello,
> I am probably not the only one who will have to struggle with the new
> portfolio features so i might as well post my questions to the board :-) The
> Regular Mode appears to be easy and seems to work fine.
>
> However i have some questions about the Ranking/Scoring mode:
>
> 1) The Help says: "This mode uses user-defined score to rank securities and
> enter trades in highest scored securities. Buy/sell/short/cover signals are
> IGNORED in that mode."
>
> Does this mean that securities are purchased more-or-less like buy&hold: a
> position stays open for as long as the security has the top score?
Yes. Top "max traded" securities are traded.
If you want to exit position you have to set PositionRank to zero.
> 2) I do not want to just switch securities passively (slow trading) I would
> like to switch actively traded stocks. Especially Stocks that are traded
> with different systems, i.e. using different and unrelated periods and
> criteria. So, i want the Equity (system performance) to be my "Score".
Score is PER SYMBOL. You need separate score for EACH security.
So you can use individual Equity as score (taken from Equity() function)
but you can not use portfolio equity as score because it is only one.
>
> 3) It appears that the stocks are Scored daily, especially with respect to
> item 2) above I would like to be able to Score "periodically", either at
> regular intervals or at afl-determined times. Is this possible?
Yes it is possible. Just use "ValueWhen" function to hold the score for defined period
PositionRank = ValueWhen( DayOfWeek() == 5, your_formula ); // this will change scores only on fridays.
Hope this helps.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: "AmiBroker" <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 26, 2003 1:11 AM
Subject: [amibroker] Portfolio trading
> your comments will be much appreciated!
>
> herman.
>
>
>
>
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|