PureBytes Links
Trading Reference Links
|
I have an on going problem with wanting to rank stocks based on one or
more indicators.
Here is what I think I know: The only ranking mechanism built into
AB is position score. My application needs to buy the rank based on
a fast indicator and sell the rank based on a different slower
indicator. I have no idea how to set this up for buying with two
different rankings ( 2 position scores ). We are limited to a
single position score calculation, aren't we?
To further complicate matters I would like to include a minimum hold
period on buys before allowing a sell. ( this is for stocks, not
funds )
In another application ( which is being obsoleted, hence the need to get
this into AB ) this trading is done in a rotational mode. I have
beat on this for a long time and have not found a way to get it running
in rotational mode in AB. I'm about to try regular trading B/S with
the addition of position score (s).
Another view of what I am trying to do....
// Buy Conditions: test = 1 and MAMb
position score at a max.
// Sell conditions: test = 0 and MAMs
position score less than worst rank held, a different calculation of
position score.
// The test part can be accomplished
by multiplying position scores by the ( boolean ) value of
test.
Can I have more than one position score at the same time?
// If at all possible would also like
to incorporate a minimum hold period of X days after a buy
.
Sid
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
---- LSpots keywords ?>
---- HM ADS ?>
YAHOO! GROUPS LINKS
No virus found in this outgoing message.
Checked by AVG Anti-Virus.
Version: 7.0.323 / Virus Database: 267.8.8/37 - Release Date: 7/1/2005
|