|
PureBytes Links
Trading Reference Links
|
By way of clarification: this is not a scoring/ranking system....i
just found it easy as a way of seeing how the new features worked,
while playing with some of the parameters.
--- In amibroker@xxxxxxxxxxxxxxx, "gerryjoz" <gerryj@xxxx> wrote:
> Tomasz helped me out (thanks again) with reading the manual (4.42
> beta readme).
> I had wanted to use existing code with minimal change to take
> advantage of the new portfolio scoring feature, and thereby see how
> position size and the other parameters affected drawdown.
>
> The code below now works for long only trades (doesn't go short).
> The trick for me was that a score of zero disqualifies scoring and
> results in exit from a long position. The buy/sell criteria below
are
> not recommended!
>
> /*CB-PB*/
> PositionSize=-2;
> Hhb=HHVBars(H,19)<=12;
> Lowp=L<=LLV(L,7);
> Buy=Hhb AND Lowp;
> Sell= HHV(H,12)<=H ;
>
> /*poor man's scoring*/
> Somebuy=Flip(Buy,Sell);
> PositionScore=IIf(somebuy,somebuy,0);
>
> regards
> Gerry
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|