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



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Thanks, Fred. Guess I'll have to read up on the Osaka plugin and download
it. Hope it's not hard to learn.


----- Original Message ----- 
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 18, 2004 6:52 PM
Subject: [amibroker] Re: Question on Position Score ranking


> In a word ... carefully ...
>
> In the case you describe you'd have to keep track of the top 10
> scoring stocks on every bar so that you can kill the top 5.  This
> would doable using a table which could be done using for example the
> Osaka plugin.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> > 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
> > advenosa@xxxx
> >
> >
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