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<FONT face=Arial color=#0000ff
size=2>Gary,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Chucks method doesn't work in portfolio systems: you cannot turn OFF
stocks by gating the Buy and Short signals because the stocks thus disabled
will not be substituted with others. Doing this you might have days you are
not trading anything! You have to use the PositionScore to ensure you keep
trading.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>If you gate signals to remove stocks your results will be unnatural
because you are trading less stocks. Try it!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxxxxxxx]Sent: January 21, 2004 7:56
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Disable stocks with a PositionScore
Hi Herman,
Zero PositionScore only exits positions in RotationalMode. Only
BUY/SELL/SHORT/COVER arrays as well as stops drive when a position is
replaced.
However, if you do what Chuck has suggested, and use some stock-specific
criteria to "turn-off" and Buy or Short signals, you should get what you
want.
NoPosition = You criteria that makes you not want a position in this
stock;
Buy = Your buy code;
Buy= Buy and Not NoPosition;
If you are wanting to re-rank while you have your max positons on to
roll-up to higher-ranked stocks, you can use rotational mode. However,
Fred and others have shown that this can also be done in Regular mode as
well.
Hope this helps,
Gary
Herman vandenBergen <psytek@xxxxxxxx>
wrote:
<BLOCKQUOTE class=replbq
>
<FONT face=Arial color=#0000ff
size=2>Chuck,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>1 ) Using a zero for PositionScore still gives me trades...in fact
exactly the same number of trades, but the profit drops drastically. Is
there another setting that has to be changed to make this work? Did you or
anybody else try it?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>2) Disabling Buys/Short by ANDing them with a qualifier disables the
trades for a particluar stock but does not replace it with another in
your Ranking operation. So if you trade four stocks you'll be trading three,
or less...it messes with your portfolio trading scheme and that is not what
I want.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>both procedures are inaccurate in my code, i must be doing something
wrong....
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks,
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck@xxxxxxxx]Sent: January 20, 2004 11:04
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Disable stocks with a
PositionScoreHerman,I believe that setting a
PositionScore to zero will achieve your objective. But can't
you also control it with your "Buy" statement?At 09:50 PM
1/20/2004 +0800, you wrote:
in Rotational trading we can set the
PositionScore=0; to disable trades. <FONT
face=arial size=2>Using the Regular Backtester is there a value that can
be assigned to the PositionScore that will block trades? I seem to
recall TJ posted on this but i can't find the
answer. any help will be
much appreciated!herman.Send BUG REPORTS to
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