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Re: [amibroker] Re: Trade only best signal



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Tomasz,
 
Can you use PositionScore to score each ticker versus an Index ?
 
If possible, could you supply a sample code..
 
Thank you
Anthony
----- Original Message -----
Sent: Sunday, November 20, 2005 2:55 PM
Subject: Re: [amibroker] Re: Trade only best signal

Hello,

It will work with any number of indicators.
Just combine output of 3 indicators into one "score" variable.

Adding is OK (just normalize them first).

I would not recommend going JScript way because JScript
is several orders of magnitude slower than AFL solution.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "TaMeR" <yahoo@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 20, 2005 8:51 PM
Subject: Re: [amibroker] Re: Trade only best signal


>
> Yes in the presented case positionscore would be the way to go wouldn't
> it except that I have simplified my problem for explanation purposes.
> I have not only one indicator but 3 and positionscore would only work
> with one wouldn't it?
>
> I thought about adding all the indicator results but that wont work
> since there low and high scores are very different.
>
> That _javascript_ solution seams to be interesting.  I haven't done
> anything with _javascript_ in many years. Will have a lot of learning to do.
>
> Thanks to everybody
> --
>
> Cheers,
> TaMeR
>
>
> Tomasz Janeczko wrote:
>> Hello,
>>
>> PositionScore allows you to choose and trade best signal.
>> More details here:
>> http://www.amibroker.com/guide/h_portfolio.html
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "TaMeR" <yahoo@xxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Sunday, November 20, 2005 8:34 AM
>> Subject: Re: [amibroker] Re: Trade only best signal
>>
>>
>>
>>>Hello Graham,
>>>Thank you for your interest.
>>>What I mean by the best one is that my indicator gives result which
>>>usually ranges from 250 to -250 but it isn't a percent indicator so the
>>>numbers is unpredictable. The bigger the number is the better is my buy
>>>signal and in return the smaller the number is the stronger is my short
>>>sell signal.
>>>I like to find the highest high number not just from the current ticker
>>>but from all tickers. So what I need is to store the number from each
>>>ticker in a variable then sort them and get the highest and lowest
>>>number to trade long and short.
>>>
>>>Hope this helps!
>>>
>>>--
>>>
>>>Cheers,
>>>TaMeR
>>>
>>>
>>>Graham wrote:
>>>
>>>>what exactly do you mean by the best one?
>>>>
>>>>--
>>>>Cheers
>>>>Graham
>>>>AB-Write >< Professional AFL Writing Service
>>>>Yes, I write AFL code to your requirements
>>>>http://e-wire.net.au/~eb_kavan/ab_write.htm
>>>>
>>>>
>>>>On 11/20/05, TaMeR <yahoo@xxxxxxxxx> wrote:
>>>>
>>>>
>>>>>Why you would refer me to the manual pages?
>>>>>I don't see anything in the manual that shows how to evaluate and rank
>>>>>all tickers then go back to take the best one for a buy signal.
>>>>>The do-while in the manual just evaluates data for each ticker but does
>>>>>not show how to evaluate/test data between tickers.
>>>>>I would appreciate if you could point me to the right place!
>>>>>_
>>>>>   Cheers,
>>>>>   TaMeR
>>>>>
>>>>>goldwing01_1999 wrote:
>>>>>
>>>>>
>>>>>>also this one:
>>>>>>
>>>>>>http://www.amibroker.com/guide/a_language.html
>>>>>>--- In amibroker@xxxxxxxxxxxxxxx, "goldwing01_1999"
>>>>>><goldwing01_1999@xxxx> wrote:
>>>>>>
>>>>>>
>>>>>>
>>>>>>>is this what you looking for:
>>>>>>>http://www.amibroker.com/guide/whatsnew.html
>>>>>>>
>>>>>>>
>>>>>>>--- In amibroker@xxxxxxxxxxxxxxx, TaMeR <yahoo@xxxx> wrote:
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>I have an indicator on which the higher the result is the better
>>>>>>>
>>>>>>>the signal.
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>I like to back test and find the one best signal per day and
>>>>>>
>>>>>>only
>>>>>>
>>>>>>
>>>>>>
>>>>>>>trade
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>that one signal.
>>>>>>>>
>>>>>>>>I guess I need a do-while statement, does someone have a snip
>>>>>>
>>>>>>set
>>>>>>
>>>>>>
>>>>>>
>>>>>>>for me?
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>--
>>>>>>>>
>>>>>>>>   Cheers,
>>>>>>>>   TaMeR
>>>>>>>>
>>>>>
>>>>>
>>>>>--
>>>>>
>>>>>      Cheers,
>>>>>      TaMeR
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
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>
>
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>
>
>
>
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>
>


Please note that this group is for discussion between users only.

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