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Hmm. What an interesting idea. So, in my case, my positionscore line would
be:
PositionScore = Random()*V;
Thanks for the tip. At least I can evaluate how good the ranking system is
working. But in order to actually select the second 5 top stocks, I guess I
still have to use the Osaka plugin as Fred pointed out.
Thanks a lot, Thelunit.
Al V.
----- Original Message -----
From: "thelunit" <thelunit@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 18, 2004 7:08 PM
Subject: [amibroker] Re: Question on Position Score ranking
> >>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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