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Hello wayne,
It appears your post may not have reached subscribers, at least I have no
pevious post under this topic.
You could limit trades, or whatever, by counting them in a StaticVariables,
this variable will retain its count accross multiple backtests or passes
when portfolio trading. You could also make the count Stock-Specific by
appending the ticker name to the counter variable name. For example:
StaticVarSet("Cnt-"+name()",n);
where n is the count. On each pass you can check it's value and disable
trdaes when the value exceeds the required count.
There are also many ways to create random trading systems, see the Random()
function.
Without some sample code it is difficult to give more detailed solutions.
best regards,
herman
-----Original Message-----
From: seneca_kw [mailto:wwells@xxxxxxxxxx]
Sent: Tuesday, August 17, 2004 12:53 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: How to limit number of trades?
I appreciate the valuable information provided by this forum, and
though I'm a little disappointed that no one responded to my request
for help, I understand that there are so many messages being posted
that a few "orphans" are left behind.
I'll wrap this up with a summary of what I learned through my own
further efforts in hopes that it might help someone else in the
future.
My proposed code was actually working in a fashion. In the example,
I wanted to produce 4 trades total. Instead, it produced 4 trades
PER stock (99 stocks x 4 = 396 total trades).
I could think of no way to limit the trades to less than 1 trade per
stock (eg to produce a total of 50 trades distributed randomly
between 99 stocks). I ultimately gave up on this approach when
experimentation convinced me that the formula was not producing truly
random trades. Now I'm exporting the trade lists to Excel and
working there. In my view, its very important to compare your
backtest results to random trades to see if they're statistically
significant.
Wayne
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