|
PureBytes Links
Trading Reference Links
|
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
In a word, PositionScore.
In more detail, see the section "USING POSITION SCORE" in the Portfolio-level
backtesting tutorial in the manual.
Nigel
On Wed, 11 Feb 2004 14:59, acesheet wrote:
> Suppose you have a simple traidng system like
>
> Buy=Cross(MA(C,5),MA(C,20));
> Sell=Cross(MA(C,20),MA(C,5));
>
> How does the system know what stocks to trade if the portfolio
> backtester is being used and you have a finite amount of money to
> trade? There could literally be a hundred stocks to select from or
> more if the market is really active to the upside on a given day.
>
> I think I asked this question before and the answer was something
> simple like alphabetical order.
>
> If it is alphabetical order suppose I don't want that? What if I'd
> like to select trades based on something like RSI+ROC(C,250)+Close
> or some other arbitrary score?
>
> Is there some way that I can get the trading simulator to do this?
> I'm not exactly talking about Rotational Trading, but sorting the
> stocks into a hierarchy to select trades.
>
> Thanks,
>
> -ace
-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.2.2 (GNU/Linux)
iD8DBQFAKa6ABbmcM2pfckkRAtoDAKDQEUK5BXp33e3CUZ78f8sVukyUWgCcDkqn
MIOpVpJOCdH0TQgmU1SLfEk=
=09y9
-----END PGP SIGNATURE-----
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Send the freshest Valentine's flowers with a FREE vase from only $29.99!
Shipped direct from the grower with a 7 day freshness guarantee and prices so low you save 30-55% off retail!
http://us.click.yahoo.com/_iAw9B/xdlHAA/3jkFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|