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<FONT face=Arial color=#0000ff
size=2>Thank you Jitu and others,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>I meant not enter a trade. I agree that we can control trades for a
specific stock easily by qualifying the Buy and Short signals.
<FONT face=Arial
color=#0000ff size=2>My concern was that the Ranking system does not
substitute other stocks but i think it does: it Ranks only stocks that have
signals so if there is no signal the stock is not ranked. Is a little
confusing to see it from that trade lists.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks guys for helping me see the light!
<FONT face=Arial color=#0000ff
size=2>
<SPAN
class=490314702-21012004>herman
<SPAN
class=490314702-21012004>
<SPAN
class=490314702-21012004> -----Original Message-----From:
jtelang [mailto:jtelang@xxxxxxxxx]Sent: January 21, 2004 9:39
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Disable stocks with a PositionScore
Herman,It's not entirely clear to me what you mean by
disable the stock. Do you mean you don't want it to enter the trade or do
you mean you don't want it to exit the trade? In any case, what Gary said
is correct. In regular mode, PositionScore is used only to enter the
trade, and once the trade is entered (which also needs a Buy/Short
signal to be true), the exit is strictly controlled by Sell/Cover,
regardless of the PositionScore. I generally do something like
following if I want the trade to be entered only when my score is
positive, and then hold it (not sell/cover) if I don't want to
sell/cover if some external condition is true. The external condition
can be a check for PositionScore itself, if that's what you want.
Following is not tested, but should give you the
idea...PositionScore = <your score>stayInTrade = <any
external condition that says don't sell>Buy = <your buy
signal> AND PositionScore > 0Sell = <your sell signal> AND NOT
stayInTradeBuy = ExRem(Buy, Sell);Sell = ExRem(Sell,
Buy);... and so on.If that's not what you were looking for,
perhaps I've misunderstood the question.Jitu--- In
amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx>
wrote:> Gary,> > 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.> > If you gate signals to remove
stocks your results will be unnatural because> you are trading less
stocks. Try it!> > herman> -----Original
Message-----> From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxx]> Sent: January 21, 2004 7:56
AM> To: amibroker@xxxxxxxxxxxxxxx>
Subject: 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@xxxx> wrote:> Chuck,>
> 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?> > 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.> > both procedures are inaccurate
in my code, i must be doing something> wrong....>
> Thanks,>
herman> -----Original
Message-----> From: Chuck
Rademacher [mailto:chuck@xxxx]>
Sent: January 20, 2004 11:04 PM>
To: amibroker@xxxxxxxxxxxxxxx>
Subject: Re: [amibroker] Disable stocks with a PositionScore> >
> Herman,>
> 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.> > 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
bugs@xxxx> Send
SUGGESTIONS to
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