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Herman,
To better understand that I suggest that you
go to Settings page, switch to "Portfolio" page and
change report to "Detailed log".
Then you will see detailed log showing
scoring / ranking results and how it affects
entering/exiting positions.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 26, 2003 1:36 AM
Subject: Re: [amibroker] Portfolio trading
> 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.
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
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> >
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