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Hello,
Yes you can. And what you should REALLY DO is to READ THE MANUAL:
http://www.amibroker.com/guide/h_portfolio.html
It describes exactly what you are asking here.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "alui_98" <alui_98@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 18, 2007 6:00 PM
Subject: [amibroker] Can I implementing "ranking" algorithm inside a backtest?
> Suppose I have the following system:
>
> Buy = Cross(C, MA(C, 50));
>
> Obviously, the above would generate many candidates (more than what my
> equitiy can afford). Now suppose I only want the top 3 with the
> highest beta (or any other metrics) on any given date. How can I do
> this within my backtest? Right now, I think AB, by default, "ranks"
> alphabetically until all the equity is exhausted. I'd like to
> customize this default "ranking" scheme.
>
> Thanks,
> -Alex
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
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