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A previous reply form Tomasz in another thread, 26 Oct 2004
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
The algorithm to select stock in the basket is easy and described here:
http://www.amibroker.com/guide/h_portfolio.html
"You can use new PositionScore variable to decide which trades should
be entered if there are more entry signals on different
securities than maximum allowable number of open positions or
available funds. In such case AmiBroker will use the absolute value of
PositionScore variable to decide which trades are preferred"
If you do NOT define PositionScore variable in your formula or
PositionScore is equal for more than
one security then the order is
- larger trades first (with bigger dollar value )
- then alphabetical order
- if both buy and short occur on the same symbol then LONG trade is preferred
Please note that to get consistent results you have to:
a) use the same data set
b) use the same settings (you can save settings to a file via "SAVE"
button in the settings page
and restore them later any time by loading them back via "LOAD" button)
Best regards,
Tomasz Janeczko
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
On 6/1/05, dkourganov <kourganov@xxxxxxxxxx> wrote:
> Seems to be stock's name alphabetical order
>
> With kind regards, Dmitri
>
> --- In amibroker@xxxxxxxxxxxxxxx, "giggollo99" <giggollo@xxxx> wrote:
> > Hi all,
> >
> > Does anyone know what formula is being used for preferencing
> > simultaneous entries over others if i leave Positionscore undefined in
> > the AFL formula?
> >
> > Thanks in advance
> > g
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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