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Hello,
> Now my question is this: Once a trade has been entered in a given
> security...then precisely what has to happen for Security to be
> exited using the ranking/scoring mode?
>
> I would assume that when the PositionScore variable for the security
> falls out of the top 2....the security would be exited? Does anyone
> know if that is correct?
No it is not correct. That would be correct if your MaxRanked was set to 2 too.
>
> The readmefile says: "When MaxRanked is greater than MaxTraded once
> a position is taken in a security it will not be exited until the
> ranking of that security drops below MaxRanked". To me this is
> confusing and i don't quite understand it. Help and clarification
> will be much appreicated.
It means that Max Ranked represents the lowest (worst) rank to contine to hold
positions already entered.
In your case one trade is entered with given security it won't be exited
until stocks drops below top 10 securities.
I am aware that Max. Ranked is not the best name hence I asked for suggestions
for better name. It should actually read "the worst rank that continue to be hold
once position is entered" but this is too long.
If you want just to hold just 2 best stocks at any time set
MaxTraded = 2
and
MaxRanked = 2
regardless of how many symbols you backtest on.
This is so because AmiBroker anyway scores and ranks ALL securities
(no matter what settings are) but just chooses top (max. traded) for entering
and top (max. ranked) for keeping (if already open previously).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "bvandyke" <bvandyke@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, September 28, 2003 8:14 PM
Subject: [amibroker] New Portfolio Tester?
>
> Bill
>
>
>
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