[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Russel 2000 / Mutual Fund trading problem



PureBytes Links

Trading Reference Links




Hi, all: 
 
I have a question on positionscore in regular mode. Suppose I'm trading 
from a watchlist of, say, 100 stocks (like the N100, for examplem, but it can be 
anything) and my portfolio size is 5 stocks (positionsize = -100/posqty, where 
posqty = 5). And suppose I want to select the highest volume stocks to trade, 
like: 
 
PositionScore = V;
 
Now, my question is, what if I wanted to trade, not the TOP 5 stocks 
on the rank list (stocks with rankings of 1st, 2nd, 3rd, 4th, and 5th in terms 
of volume), but rather the next 5 stocks (ranks of 6th, 7th, 8th, 9th, and 
10th). My reasons for wanting to do this are not important (maybe I don't want 
to compete for the same 5 stocks as another guy who uses the same ranking 
formula, or maybe I just want to see how well my ranking formula picks winners). 
How would you code that? Any ideas? 
 
Thanks.
Al Venosa<A 
href="">advenosa@xxxxxxxxxxxx<FONT 
color=#0000ff>
 
---Outgoing mail is certified Virus 
Free.Checked by AVG anti-virus system (<A 
href="">http://www.grisoft.com).Version: 6.0.561 / 
Virus Database: 353 - Release Date: 1/13/2004


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





Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.