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Ok. One more question: The "Show arrows for actual trades" feature...
Is that yet to be implemented in the Portfolio Test mode?
Thanks.
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> No such option as of now.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "jtelang" <jtelang@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, September 26, 2003 2:09 AM
> Subject: [amibroker] Re: Portfolio trading
>
>
> > Tomasz,
> >
> > Is it possible to know a symbol's rank and/or whether or not its
in
> > MaxRanked at runtime while in backtest? I couldn't find something
> > like that in the docs, but just wanted to confirm.
> >
> > Do you (and others) feel it would be a good feature to have? For
> > example, lets say you wanted to try a strategy as - "if this
stock
> > was a high flier, i.e. within MaxRanked for last couple of days,
and
> > today its not, then may be its a signal (long or short depending
on
> > your ranking algo)".
> >
> > Thanks.
> >
> > Jitu
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> > > 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@xxxx>
> > > 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@x...]
> > > > 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@xxxx>
> > > > 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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