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Hello Thoamsz,
If I do so AB will open MaxNumSec positions on the first day when
possible but not the first MaxNumSec positions everyday when possible.
I could do what you suggest if I was holding my position only one
day. But I close my position on the third day. So it is not possible
to use PositionSize.
Any idea on how I could do that? I can't use rotational mode because
I need to use specific stops.
Thanks,
Olivier
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
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