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RE: [amibroker] The catalogue ID



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Chuck, 
I have not set any limits on the quantity of stock traded.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Keith

  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Chuck Rademacher 
  [mailto:chuck_rademacher@xxxxxxxxxx] Sent: Wednesday, 7 January 
  2004 8:04 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
  [amibroker] Portfolio Backtester & Watchlist - Help 
  required
  I 
  only had a few minutes to look at your code, but is it possible that you have 
  set your preferences such that you will only trade 100 shares?   
  Then, you may not have enough available cash to buy some stocks.   
  So, it skips those stocks until it finds one or more that it can buy at 
  least 100 shares.
  <FONT face=Arial color=#0000ff 
  size=2> 
  <FONT face=Arial color=#0000ff 
  size=2>Sound possible?
  <BLOCKQUOTE 
  >
    <FONT face="Times New Roman" 
    size=2>-----Original Message-----From: Keith Osborne 
    [mailto:traderkeith2000@xxxxxxxxxxxx]Sent: Wednesday, January 07, 
    2004 12:56 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: 
    [amibroker] Portfolio Backtester & Watchlist - Help 
    required
    
    Hi, can anyone 
    help me with the following code. It is a simple system I coded to understand 
    how the backtester works.
    The postion sizing 
    and the trailing stop portions work fine but when I run this code against 
    the backtester using a watchlist of some 50 stocks then it does not pick up 
    the 5th, 6th, 8th and 10th stocks in the watchlist and create a long 
    position. 
    <SPAN 
    class=363443701-07012004>The question I have is "does the backtester 
    evaluate each stock in the order of the watchlist", if so why does it miss 
    some stocks and pick the next one?
    <SPAN 
    class=363443701-07012004>TIA....Keith
    <SPAN 
    class=363443701-07012004> 
    <SPAN 
    class=363443701-07012004>Code......................
     <FONT 
    size=1>
    Eqty = <FONT 
    color=#ff00ff size=1>5<FONT color=#ff00ff 
    size=1>0000;
    Max_Trade = <FONT 
    color=#ff00ff size=1>0.1*Eqty; <FONT 
    color=#008000 size=1>// 10% of Equity per trade //<FONT 
    size=1>
    Max_Risk = <FONT 
    color=#ff00ff size=1>0.01*Eqty; <FONT 
    color=#008000 size=1>// 1% of Equity at risk on each trade 
    //
    ATR_risk =<FONT 
    color=#ff00ff size=1>2 ; <FONT color=#008000 
    size=1>// Multiple of ATR for position sizing calcs 
    //
    PosSize2 = Max_Risk/(ATR_risk*<FONT 
    face=Arial>ATR(<FONT 
    color=#ff00ff size=1>10)); <FONT color=#008000 
    size=1>// No. of Shares based upon risk and ATR //<FONT 
    size=1>
    PositionSize = 
    IIf<FONT 
    size=1>(PosSize2>=Max_trade, Max_trade,possize2); <FONT 
    color=#008000 size=1>// Positon sizing based upon equity or risk limits 
    //<FONT face=Arial color=#008000 
    size=1>
    // SYSTEM AREA //
    trailstopamount = <FONT 
    color=#ff00ff size=1>2*<FONT color=#0000ff 
    size=1>ATR(<FONT color=#ff00ff 
    size=1>10); // The 
    stop used is a trailing stop defined as a multiple of ATR(10) 
    //<FONT face=Arial color=#008000 
    size=1>
    // The system is very simple...
    Buy = 
    C><FONT color=#ff00ff 
    size=1>0;
    Sell = C<<FONT 
    color=#ff00ff size=1>0;<FONT 
    color=#0000ff size=1>
    ApplyStop<FONT 
    size=1>(2,<FONT 
    color=#ff00ff size=1>2<FONT 
    size=1>,trailstopamount,True,True);<FONT 
    face=Arial color=#008000 size=1>
    //PositionScore = 100-RSI(); // Prefer stocks that have low 
    RSI;
    AddColumn<FONT 
    size=1>(PositionSize,"Pos 
    Size",1.0<FONT 
    size=1>);
    //AddColumn(PositionScore,"Pos Score",1.2);<FONT color=#0000ff 
    size=1>
    AddColumn<FONT 
    size=1>(posSize2,"POSsize2"<FONT 
    size=1>,1.0<FONT 
    size=1>);
    AddColumn<FONT 
    size=1>(ATR<FONT 
    size=1>(10<FONT 
    size=1>),"ATR"<FONT 
    size=1>,1.4<FONT 
    size=1>);
    AddColumn<FONT 
    size=1>(trailstopamount,"Trail 
    Stop",1.4<FONT 
    size=1>);
    AddColumn<FONT 
    size=1>(C,"Price"<FONT 
    size=1>,1.2<FONT 
    size=1>);Send BUG REPORTS to 
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