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Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "quanttrader714" <quanttrader714@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 17, 2004 9:15 PM
Subject: [amibroker] Re: Example of buying top N stocks ranked by some metric - no takers?
> After reviewing the portfolio-level backtesting tutorial, I would have
> thought you could use a buy condition that's true for all stocks and
> then narrow the field to the 20 stocks with the highest stochd with
> MaxOpenPositions and PositionScore as in the following code. And
> that the system tester would automatically link buys and sells,
> where are the sells are based on your "custom AFL rule" (which I
> arbitrarily made Sell=C<Ref(C,-3); here). But it doesn't seem to work.
> Does anyone know why?
What you mean with "doesn't seem to work"
Buy condition is indeed linked with sell.
So it issues buy signal on very first bar for all symbols
(only top N is bought according to highest PositonScore )
then sell signals occur on different stocks depending on
Sell=C<Ref(C,-3);//
sell condition.
BUT THEN NEW "BUY" signals will appear only
AFTER this SELL signal
and then again next matching sell will be looked for.
It works exactly like this and it is according to specs.
Best regards,
Tomasz Janeczko
amibroker.com
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