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At 08:54 PM 9/28/2003 +0200, you wrote:
>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
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> >
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> >
> >
> >
>
>
>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/)
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>
>
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