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Re: [amibroker] Re: Trade only best signal



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"score each ticker versus an Index "  ....Relative Strength ?
----- Original Message -----
Sent: Sunday, November 20, 2005 4:09 PM
Subject: Re: [amibroker] Re: Trade only best signal

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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>
>
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>


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