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<SPAN
class=930110212-14102003>yuki, you need the beta release to do ranking. <SPAN
class=930110212-14102003>I think tomasz has asked that we discuss beta releases
on the beta list, so this should continue there.
<SPAN
class=930110212-14102003>
<SPAN
class=930110212-14102003>briefly, for ranking, you want to assign each stock a
PositionScore, and the highest ranked ones will be purchased first. you need to
have significantly more simultaneous entry signals than allowed positions,
otherwise all buys can be taken and PositionScore won't have any
effect.
<SPAN
class=930110212-14102003>
<SPAN
class=930110212-14102003>if by #2, you mean that you don't want to trade
anything unless multiple stocks have entry signals, I don't believe that can be
done in a ranked system. AB scores all stocks in a first pass through them, and
that's when our code runs, setting trade signals and scores for each stock. but
nothing is being bought then, since AB can't know which stocks have the highest
score until entry signals and scores for all stocks have been calculated. no
code of ours runs after that, when actual trading is done. there are other
msgs about this, on the beta list I think.
<SPAN
class=930110212-14102003>
<SPAN
class=930110212-14102003>hope this helps,
<SPAN
class=930110212-14102003>
<SPAN
class=930110212-14102003>dave
<BLOCKQUOTE
>I
would like to try two things in my back testing:1) Rank the stocks in
a basket so that my equity would be usedaccording to that ranking. I
cannot seem to discover how to do this.2) Require that multiple
signals be generated from the basket beforeany signals are taken (maybe
ignore until 2, or 3 or 4 concurrentsignals are generated). I also cannot
figure out how to code this,even though I probably should be able to
figure it out. ^_^Yuki
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