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Hi Erik,
Thursday, December 8, 2005, 10:31:50 PM, you wrote:
ES> I asked this same question to the beta group. Within the new portfolio back-testing would you know how to apply different weighting allocations to the top 5 highest position scores? I can't
figure it out the scaling yet. Not many examples.
ES> Thanks for your help,
I imagine (imagine, mind you) that you would do it something like
this:
n = Name();
PositionScore = IIf( n == "xxxx", 11,
IIf( n == "xxxx", 10,
IIf( n == "xxxx", 9,
IIf( n == "xxxx", 8,
IIf( n == "xxxx", 7,
IIf( n == "xxxx", 6,
IIf( n == "xxxx", 5,
IIf( n == "xxxx", 4,
IIf( n == "xxxx", 3,
IIf( n == "xxxx", 2,
IIf( n == "xxxx", 1, 1 /* otherwise */ ) ) ) ) ) ) ) ) ) ) );
This sets up the position score, where "xxxx" is a symbol.
Then:
PositionSize = IIf(PositionScore == 1, 10000000, [then from here you
would nest the size as above].
But I will let Graham have the last word on this. He is a card-carrying
member of the coder's guild.
Yuki
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