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Hello,
PositionScore is strictly connected with
backtesting - to trade trades that have highest absolute score,
see:
You don't exactly say what you are after, but I
guess you are not speaking about backtesting,
and if you are just after having securities sorted
according to some measure compared to index,
just run exploration and click on column to sort
results by that column.
Best
regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, November 20, 2005 9:30
PM
Subject: Re: [amibroker] Re: Trade only
best signal
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
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
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>
>
>
>
>
>
>
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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