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RE: [amibroker] Re: Alan Hull's Active Investing code for AmiBroker - anyone fancy a challenge?



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Trading Reference Links

  Hi members i have a query about the order that tickers are placed 
in each portfolio.

     Are the results in the report- trades list in the same order as 
they are bought and sold dependant on the rank value.?
  
    Below are the results of the report trades list( of the ticker 
and  the trade entry )after running the formula supplied in the help 
file, but with all trade delays set on Zero in the formula as well as 
settings.
 no boxes are ticked in the general tab, and no stops applied.   

______________________________________________________________________
__

Trade list Ticker Trade Entry Exit % change Profit Shares Pos. value 
Cum. profit # bars 

Profit/bar MAE/MFE 

   AWC Long 2/5/1992

   TAM Long 2/5/1992

   BUG Long 2/5/1992

   GOW Long 2/5/1992

   PEM Long 2/5/1992
______________________________________________________________________
__________

  below is an exploration of the rank,or position score formula,( 
PositionScore = 100-RSI();)  

that was added to the portfolio formula. 


  Ticker  Date/Time	PositionScore
  RML	  2/5/1992	53.8526
  GOW	  2/5/1992	74.0236
  AWC	  2/5/1992	55.4552
  BUG	  2/5/1992	60.5845
  TAM	  2/5/1992	100
  PEM	  2/5/1992	62.8173

  My query is, if i was trading 5 portfolios, (which the above are 
the results of the first buy for each portfolio), and the report in 
ascending order are the buys for each of the portfolios 
( 1 to 5 in ascending order as well), depending on the rank value, 
why doesnt it match the result of the rank value in an exploration. 

  Cheers. 
   



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