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<SPAN
class=320114522-26112003>I think largest trades are taken first, then
alphabetically by ticker within that. You're right that scoring is critical if
there are significantly more signals than allowed positions.
<SPAN
class=320114522-26112003>
<SPAN
class=320114522-26112003>IMO, any testing that misses either rising, falling or
fibrillating markets doesn't tell you anything about how the system will perform
under those conditions. 3/98 to 3/03 has been suggested as containing a
relatively balanced mix, though I haven't tried to quantify what exactly that
might mean or whether it's true for that period.
<SPAN
class=320114522-26112003>
<SPAN
class=320114522-26112003>Dave
<SPAN
class=320114522-26112003>
<BLOCKQUOTE
>Ed:
Interesting code. It shows some good annual % profit in theregular
(old) backtester on several of my watchlists (using 6/5/2002 topresent,
just because that was set from some other work I had
beendoing).Interestingly, clicking on the new portfolio backtester
(without anyPositionScore formula) and I get miserable results on same
watchlist andsame dates.Can someone remind me about the ranking
that occurs when there is NOPositionScore statement. As I
have been playing with a different breakout setup, the whole ideaof what
score statement is a critical and non-obvious one. One
otherthing....the ramp from March of this year to almost the present
makesany number of stocks look good on various breakout criteria.
The proofof a good breakout system is to have it perform in previous
years.Ken
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