Re: [amibroker] For Tomasz: Worried About AB's Algorithm for Selecting Stocks in Backtest

["ed nl" <ed2000nl@xxxxxxx>]

try reading about PositionScore (see manual)

ed
  ----- Original Message ----- 
  From: kanowna2000 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, October 25, 2004 10:32 PM
  Subject: [amibroker] For Tomasz: Worried About AB's Algorithm for Selecting Stocks in Backtest




  Hello Tomasz,

  I would like to ask a very important question.  I have been doing 
  backtesting using AmiBroker for a few months.  I have noticed that 
  when I do a backtest and then do the same backtest again on a 
  different date that occasionally my results are different.  This 
  worries me.

  Here is my situation: I have created a system that I am backtesting.  
  My system scans all the stocks in the 3 major American exchanges, 
  involving over 8000 stocks.  I have a date range which remains the 
  same ALWAYS.  On any specific day, there may be no stocks which 
  satisfy the criteria in my system.  However, on another day, there 
  might be 6, for example.  If there is only enough money available in 
  my backtest to buy 2 stocks on that day, which 2 stocks is AB going 
  to choose?  In other words, what type of algorithm is AB using to 
  select stocks?  Is it some kind of random algorithm, or first-come, 
  first-serve?

  Please advise.  This worries me very much.

  Thank you.

  Josef










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