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<FONT face=Arial color=#0000ff
size=2>Al,
<FONT face=Arial color=#0000ff
size=2>random() generates number between 0 and 1 and in order to be effective,
you'll have to normalise your volume or even better still express it in terms of
standard deviation such as applying bollinger bands to it. so the volume number
is within the same kind of range. otherwise, a nominally higher volume stock
will have too much bias.
<FONT face=Arial color=#0000ff
size=2>Paul.
<FONT
face=Tahoma size=2>-----Original Message-----From: Al Venosa
[mailto:advenosa@xxxxxxxxxxxx] Sent: Monday, 19 January 2004 11:48
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Question on Position Score rankingHmm. What an
interesting idea. So, in my case, my positionscore line
wouldbe:PositionScore = Random()*V;Thanks for the tip. At
least I can evaluate how good the ranking system isworking. But in order
to actually select the second 5 top stocks, I guess Istill 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 PMSubject: [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
thestats 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 tradingfrom a watchlist of, say, 100 stocks (like the N100, for
examplem, but itcan be anything) and my portfolio size is 5 stocks
(positionsize= -100/posqty, where posqty = 5). And suppose I want to
select the highestvolume stocks to trade, like:> >> >
PositionScore = V;> >> > Now, my question is, what if I
wanted to trade, not the TOP 5 stocks onthe rank list (stocks with
rankings of 1st, 2nd, 3rd, 4th, and 5th in termsof volume), but rather the
next 5 stocks (ranks of 6th, 7th, 8th, 9th, and10th). My reasons for
wanting to do this are not important (maybe I don'twant to compete for the
same 5 stocks as another guy who uses the sameranking formula, or maybe I
just want to see how well my ranking formulapicks winners). How would you
code that? Any ideas?> >> > Thanks.> >>
> Al Venosa> > advenosa@xxxx>>>> Send
BUG REPORTS to bugs@xxxxxxxxxxxxx> Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx>
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