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Hello Tomasz,
Thankyou for your reply.
Maybe I wasn't too clear with my words but what you suggest and from
my understanding, I would be able to backtest only the "latest" top
100.
I would like to find the top 100 for each and every month in the past
five years or so. They would vary as would the actual top 100 stock
do.
ie: if I run a scan with the timeframe on monthly with C * V and rank
the highest to lowest, I would like the highest 100. Doing this for
every month for backtesting.
Thanks again.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> It is easy, run an exploration with average volume:
>
> Filter = BarIndex() == BarCount - 1;
> AddColumn( MA( V, 100 ), "Avg volume" );
>
>
> Then click on "Avg. volume" output column to sort it.
> Then select top N (say top 100) from the list and
> click with right mouse button over the list and
> choose "Add selected results to watch list".
>
> From then on top-100 stocks will be on watch list of your
> choice and you will be able to backtest them.
>
> You can also do this directly from backtest formula
> (without need to run exploration).
> Just use
>
> PositionScore = MA( V, 100 );
>
> and backtester will automatically prefer stocks with higher average
volume.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "rangaroopa2000" <rangaroopa2000@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, December 14, 2004 10:46 AM
> Subject: [amibroker] Re: Top 100 Backtest
>
>
> >
> >
> > Hi Ron,
> >
> > Thanks for replying.
> >
> > It's difficult if not impossible to find a list of the top 100
stocks
> > over the past 5 years or so and I think using turnover would be
good
> > anyway.
> >
> > I suppose I could go through each month and export the turnover
and
> > pick out the top 100 and create a chart of the results. I just
thought
> > there maybe an easy way with all the fantastic functions AB has
now!
> >
> > BTW sorry about the double post.
> >
> > Regards
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx>
wrote:
> >> There was some coding done here on this board very recently In
> > (November??) regarding Float turnover.
> >>
> >> Steve Woods wrote a book about Float turnover as well.
> >>
> >> One of the posters (Herman ) on this board was involved in
> > developing the recently developed code, and I think (but am not
sure)
> > that someone also developed a way to retrieve the float amounts
from
> > Yahoo. Hope this helps. Ron D
> >>
> >> ----- Original Message -----
> >> From: rangaroopa2000
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Monday, December 13, 2004 8:10 PM
> >> Subject: [amibroker] Top 100 Backtest
> >>
> >>
> >>
> >>
> >>
> >> Hi,
> >>
> >> I would like to trade top 100 stocks and to backtest these
stocks
> >> with a MONTHLY timeframe using turnover.
> >>
> >> Is there an easy way to find these please per month.
> >>
> >> Regards Rangaroopa
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >> 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
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >> ---
> >> Outgoing mail is certified Virus Free.
> >> Checked by AVG anti-virus system (http://www.grisoft.com).
> >> Version: 6.0.809 / Virus Database: 551 - Release Date:
12/10/2004
> >
> >
> >
> >
> >
> >
> > 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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