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Hello,
Use PositionSize for that:
MaxNumSec = ... your formula here that gives the max. number of securities ...
PositionSize = -100/MaxNumSec;
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "olivier_molongo" <olivier_molongo@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 30, 2004 12:05 PM
Subject: [amibroker] THOMASZ : How can I buy the top N stocks ranked by a metric?
> Thomasz,
>
> Can you come back to me on that issue? I did not get any answer on
> that here.
>
> Thanks,
> Olivier
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "olivier_molongo"
> <olivier_molongo@xxxx> wrote:
> > Question on backtesting
> >
> > How can I define the maximum number of securities that can be
> bought
> > everyday in a system? I can set up the max number of open position
> > but not the max number of position that can be opened everyday.
> > Rotational mode does not work for my system.
> >
> > Is there a way to set this up?
> >
> > How would you do that with the following system?
> >
> >
> > Positionscore=volume;
> >
> > Buy= Close>ma(close,10);
> > ApplyStop (0,2,close-low,1); /* sell if close<low of the day I
> bought
> > the stock */
> > ApplyStop (3,2,3,1); /* sell on the third day */
> > sell = 0;
> >
> > short = close<ma(close,10);
> > ApplyStop (0,2,high-close,1);
> > ApplyStop (3,2,2,1);
> > cover = 0;
> >
> >
> > Regards,
> > Olivier
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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>
>
>
>
>
>
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