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Thanks Nigel. I was aware of positionscore, but I thought it was
only for rotational trading mode. Now I see in the "What's New in AB
4.50" portion of the help file that it is available in Portfolio
trading too.
Thanks for the heads up.
-ace
--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
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> 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
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