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<SPAN
class=716262512-18062004>Interweaved.
<SPAN
class=716262512-18062004>
<SPAN
class=716262512-18062004>Dave
<BLOCKQUOTE
>
Hi Dave,Now your getting tricky! Understand now...<SPAN
class=716262512-18062004><FONT color=#0000ff
size=2>
It's simple
to say, harder to code: Buy the top 20 stocks by turnover (for instance). Hold
each one until price falls x% below its highest value since buy. When
capital is available, buy as many of the highest rated stocks as you can
afford.
<FONT color=#0000ff
size=2>
The exit
I'm interested in isn't actually quite that simple, or ApplyStop could do it.
But it's similar, in that it needs to know entry date and
price.
<FONT color=#0000ff
size=2>BTW Did you try out Dimitris IB code?<SPAN
class=716262512-18062004><FONT color=#0000ff
size=2>
I didn't,
because I can see that it uses a static watchlist <FONT
color=#0000ff size=2>for the entire duration of the test. What we need is a
new ranking order on every bar. I didn't immediately see how the principle he
used could get there.
<FONT color=#0000ff
size=2>Cheers Glenn--- In
amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx> wrote:>
Thanks for the reminder on this Glenn. Unfortunately, while that msgis
a> useful technique, it still won't get where I'm try to go, at
leastin that> form.> > That code works by creating a
composite representing the Nth highestvalue> of your indicator on
each day. If you're using that by itself, justchecking> whether a
given stock's indicator value is that or above tells youif it's> in
the top N.> > But say you bought the 20 stocks with the highest
turnover today,and held> each one until a custom AFL stop was hit.
Some time after that buy,when 3> stocks hit their sell triggers,
you need to replace them. You don'tneed the> top 20 stocks this
time, you need the top 3, since that's all theposition> slots you
have available.> > My guess is that this just isn't possible
using AB in its currentform. Most> things are though (:-).>
> Dave> BTW Dave, I have been looking for a simpler
way to finding the top N> stocks using AFL. I am currently
using the Osaka plug-in, the code I'm> using with it is in
message 50457.> > Cheers Glenn
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