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Re: [amibroker] Buy only stocks with sufficient liquidity?



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In portfolio backtesting you can only use the current backtest equity
in the advanced backtest coding

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Graham
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On 06/03/07, Keith McCombs <kmccombs@xxxxxxxxxxxx> wrote:
> I want to limit my buying, in backtesting, to stocks with 'sufficient'
> liquidity.  So, maybe something like this:
>
> maxpositions = 25;
> days = 10;
> K = 1000;
> mybuy = <some code here>;
> buy = mybuy AND MA(Close * Volume, days) > K * TodaysEquity/maxpositions;
>
> But, how do I get TodaysEquity?
> Or is there another approach all together?
>
> -- Keith
>
>
>
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>
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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 
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
 
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