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<FONT face=Arial color=#0000ff
size=2>That is a new concept :-) quite an interesting idea....
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>have to think about it... thanks Ara!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Ara Kaloustian
[mailto:ara1@xxxxxxxxxx]Sent: January 21, 2004 8:10
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Disable stocks with a PositionScore
Herman,
If you can classify stocks into groups with your
condition statements, you could stratify the ranking system so that you can
get trades of the group you prefer.
Example:
Rank = iif(cond1,10 +
cond1 parameters,iif(cond2,30 + cond2 parameters ...etc
.... as long as the parameters for each
condition do not exceed 10.... or you can use a larger increment
Ara
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman
vandenBergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, January 20, 2004 3:37
PM
Subject: RE: [amibroker] Disable stocks
with a PositionScore
<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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