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Herman,
Of course PositionScore can be changed dynamically.
If is actually done so in sample formula. The score is DYNAMIC
and separate for each security.
Scores are evaluated each bar and sorted. TOP "max. traded"
symbols are being traded.
But scoring happens BEFORE evaluating portfolio value (trading).
This is important to understand that internal procedure is:
- calculating score (by executing your AFL formula)
- sorting by scores (ranking)
- trading highest ranked securities
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 26, 2003 1:31 AM
Subject: RE: [amibroker] Portfolio trading
> Thanks Tomasz,
>
> "Below you wrote: 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."
>
> But the Portfolio Equity is based on the price movement of the n
> highest-scored stocks, not on the Equity resulting from trading the
> individual stock... so the Portfolio will not reflect the additional gains
> made by trading the individual stocks. I mean, a single scoring period
> cannot contain several trades?
>
> Can the PositionScore be changed dynamically, a different one for each stock
> tested?
>
> many thanks,
> herman
>
>
>
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> Sent: Thursday, September 25, 2003 7:21 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Portfolio trading
>
>
> 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
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> >
> >
>
>
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>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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