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Greetings –
I would like this ability. I often find
that my rankings correlate well with future performance except for a very few
at the top which do poorly. It would be nice to be able to rotate into, say,
the next unowned ticker in the ranking range of 4 to 10, rather than in the
range of 1 to 10.
Howard
-----Original Message-----
From: b [mailto:b519b@xxxxxxxxx]
Sent: Monday, January 19, 2004
11:18 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Question
on Position Score ranking
Group,<span
>
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@xxxxxxxxxxxx> 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@xxxxxxxxxxxx
>
>
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