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>>or maybe I just want to see how well my ranking formula picks winners)
<<
Here's one idea..
I was interested in considering the effectiveness of my 'PositionScore' specification a little while back.
What I did was run repeated dummy optimizations with random ranking to
generate a distribution of system stats against which I ccould compare the stats produced by my non-random PositionScore (in your case for eg, V).
These lines give the 'null' reference distribution:
PositionScore = Random();
dummyopt = Optimize("dummyopt", 1, 1, reps, 1); // reps = your preference
Best
--- 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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