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Yes, sometimes I'd like to be able to trim, depending on my scoring
algorithm.
--- In amibroker@xxxxxxxxxxxxxxx, b <b519b@xxxx> wrote:
> Group,
>
> Is this a feature of interest to more than Al and me? If
> so, I will send the idea to TJ's suggestion list.
>
> Al, I have wondered the same thing. But I have not passed
> the idea on to TJ because I thought I was the only person
> who might use this.
>
> My guess is that adding this ability might not be too hard
> since it might be as simple as giving the user the ability
> to specify the subscripts in the sorting array which is
> currently hinded from users.
>
> I assume that to do Positionscore, AB creates some type of
> array that holds the positionscore values for the top
> stocks. So all users need would be a handle to specify the
> array subscript of the stocks they want.
>
> For example, the positionscore array is something like:
>
> Array[1] = IBM, 237
> Array[2] = RUZ, 203
> Array[3] = MWX, 201
> Array[4] = AXE, 176
> Array[5] = BEE, 157
>
> The following could tell AB to ignore the top 2 stocks:
>
> MyNewBuyCondition = PositionScoreSubscript > 2;
>
> b
> --- 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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