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Yuki,
Wellcome to the magnificent world of composites.
A must before anything else : Please read the manual, AddToComposite
() function. You will save a lot of time.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> Hi guys,
>
> I already have a pretty good idea just from looking over back test
> results that signal success seems highly correlated with the number
> of signals I get on any particular day. That is to say, out of a
> basket of, say, 20 stocks, if 8 or 10 of them signal the same way,
it
> seems highly likely that a very high percentage of those signals are
> going to be good, whereas if only a single stock triggers on a
> particular day, the odds of success, while still good, are not
nearly
> as good as when many issues signal at the same time.
>
> I'd like to try and quantify that in a back test, but I am not sure
> how to write the code. I need to include some argument in the buy
> and short statements that requires a certain level
of "participation"
> before any signals are taken. (This would allow me to run various
> back tests for that level, in an attempt to discover if this is even
> a condition I should consider requiring.)
>
> Can anyone help with the argument part of this?
>
> Best,
>
> Yuki
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