RE: [amibroker] Example of buying top N stocks ranked by some metric

["Dave Merrill" <dmerrill@xxxxxxx>]

<SPAN 
class=769371813-16062004>My apologies Tomasz, I meant to send this to the AB 
list, not you personally. I'll describe what I mean, if if you don't want to 
handle it, just let me know and I'll post it there.
<SPAN 
class=769371813-16062004> 
<SPAN 
class=769371813-16062004>Say I wanted to buy the top 20 stocks ranked by ROC(C, 
1), for example, and sell with a custom exit somewhat like a trailing stop, one 
that depends on knowing the entry date and price.
<SPAN 
class=769371813-16062004> 
<SPAN 
class=769371813-16062004>This is the only thing I could come up with, which 
won't do it, because the exit function won't know when buys actually occur 
according to PositionScore.
<SPAN 
class=769371813-16062004> 
<SPAN 
class=769371813-16062004>Buy = 1;
<SPAN 
class=769371813-16062004>PostitionScore = Max(ROC(C, 1), 0);
<SPAN 
class=769371813-16062004>ExitLine = MyExitFunction();
<SPAN 
class=769371813-16062004>Sell = Cross(ExitLine, C);
<SPAN 
class=769371813-16062004> 
<SPAN 
class=769371813-16062004>Am I being clear? Is there a way to do this in native 
AFL?
<SPAN 
class=769371813-16062004> 
<SPAN 
class=769371813-16062004>Thanks,
<SPAN 
class=769371813-16062004> 
<SPAN 
class=769371813-16062004>Dave
<BLOCKQUOTE 
>Dave,A 
  few more explanations would be required to know what you are after.In 
  both rotational and non-rotational mode you can buy top N stocksif you 
  code PositionScore variable according to your metric.Best 
  regards,Tomasz Janeczkoamibroker.com----- Original Message ----- 
  From: "Dave Merrill" <dmerrill@xxxxxxx>To: "AmiBroker list" 
  <amibroker@xxxxxxxxxxxxxxx>Sent: Wednesday, June 16, 2004 2:37 
  PMSubject: [amibroker] Example of buying top N stocks ranked by some 
  metric> Does anyone have a non-rotational example of buying the 
  top N stocks ranked> by some metric? Far as I can see, that requires 
  the Osaka plug-in, which I'm> not familiar with.> > 
  Thanks,> > Dave Merrill> > > > 
  > Check AmiBroker web page at:> <A 
  href="">http://www.amibroker.com/> 
  > Check group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  > Yahoo! Groups Links> > > >  > 
  > Check AmiBroker web page at:<A 
  href="">http://www.amibroker.com/Check 
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  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


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