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Hello,
Yes it is chicken and egg situation.
You can get some "estimation" of it
using Equity() function. Equity() performs single-security
backtest in place when it is called so you can use it as a proxy.
PositionScore = Equity(); // use current single-stock equity as score.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "danielwardadams" <danielwardadams@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 14, 2004 5:40 PM
Subject: [amibroker] Positionscore question
>
>
> This is probably a chicken and egg situation but is there anyway to
> determine which stocks to trade based upon how well they've done
> previously within the same system?
>
> Say I have a a basket of 50 stocks. On a particular day say 5 of them
> match my trading system Buy signal. Is there any way to assign
> Positionscore based on how well they've done to date in the backtest?
>
> If I could somehow save the backtest results for individual stocks
> and then use the saved values for Positionscore in subsequent runs,
> it should work, right? Obviously I could do it manually but it would
> be great if it could be automated.
>
> Dan
>
>
>
>
>
>
> 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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