|
PureBytes Links
Trading Reference Links
|
Thanks guys,
Uenal: I am trying to run a backtest on a 5-year period, so i cannot
create a watchlist and apply my system to it for everyday, i need AB
to do this automatically
Ara: I think Using SetOption("MaxOpenPositions") with Positionscore
would not do the job because although it would ensure that i dont
enter more than 30 positions in one day, those 30 positions would
not necessarily be from the group of stocks which were the 30
biggest % movers yesterday.
i wonder if addtocomposite can somehow be used to do the job
Any suggestions are much appreciated
g
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxxx> wrote:
> you might try limiting number the number of positions to 30.
>
> See SetOption("MaxOpenPositions") - search in help files for more
info
>
>
> ----- Original Message -----
> From: "giggollo99" <giggollo@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, September 20, 2005 10:43 PM
> Subject: [amibroker] Re: buying the biggest movers every day
>
>
> > Thanks to all who replied. However, positionscore doesnt quite
do the
> > job. Heres why:
> >
> > Everyday, I would like to only trade from the 30 stocks that
were the
> > biggest movers yesterday. Thats my "watchlist" for today, and
then i
> > apply a certain signal to those 30 stocks today, for example,
buy if
> > today's change is 10% or more.
> >
> > Now, positionscore doesnt help us code this. Consider using
> > positionscore as follows:
> >
> > pctchg=((c-ref(c,-1))/ref(c,-1))*100; // %chg
> > positionscore=ref(pctchg,-1); // favor biggest movers
> > buy=pctchg>10; // buy if up 10% today
> >
> > Now, if 100 stocks went up more than 10% today, this code would
buy
> > them all, while what i really want is to buy only from
yesterday's 30
> > biggest movers.
> >
> > Any help on this is much appreciated.
> >
> > g
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, b <b519b@xxxx> wrote:
> > > Since you are asking a very basic question, I have put a
> > > lot of "hand holding" into the code below. My apologies if
> > > too much was put in.
> > >
> > > // The extra steps are for clarity of understanding
> > > // volume filter added to avoid illiquid stocks.
> > > // Timing filter also added but set to "1" since you
> > > // did not say what timer you want to use.
> > > // Tradedelay = 1 lets one use Ref(close,-1) and close
> > >
> > > SetTradeDelays(1,1,1,1); //
> > >
> > > CloseYesterday = ref(close,-1);
> > > CloseToday = close;
> > > Gain = (CloseToday - CloseYesterday) / CloseYesterday ;
> > > Positionscore = Gain;
> > >
> > > Portfoliosize = 20
> > > Positionsize = -100/Portfoliosize ;
> > >
> > > BuyFilters = MA(volume,10) > 100000 ;
> > > TimerFilter = 1 ;// "1" is always true
> > > Buy = BuyFilters AND TimerFilter;
> > > Sell = ...your sell code ...;
> > >
> > > // The above will buy the 20 stocks with the largest
> > > // gains
> > >
> > > --- giggollo99 <giggollo@xxxx> wrote:
> > >
> > > > Hi all,
> > > >
> > > > I would like to write code to do the following,
> > > >
> > > > "buy the top 10 stocks that made the biggest % gains
> > > > yesterday"
> > > >
> > > > Whats the easiest way to do this in Amibroker?? I'm
> > > > hoping there's a
> > > > simple way to do this...
> > > >
> > > > Thanks in advance
> > > > g
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > __________________________________________________
> > > Do You Yahoo!?
> > > Tired of spam? Yahoo! Mail has the best spam protection
around
> > > http://mail.yahoo.com
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|