|
PureBytes Links
Trading Reference Links
|
Okay, I've done a bit more testing, and it looks like you were on to
something. By moving PositionScore into the custom backtest procedure,
the trade list was sorted by PositionScore, as it should be. Oddly
enough, the alphabetized trade list (with PS outside the custom
backtest) was still based on the top scores... so I'm not exactly sure
what's going on.
Anyway, good catch, Glenn, and thanks for your input!
--- In amibroker@xxxxxxxxxxxxxxx, "glennokb" <glennokb@xxx> wrote:
>
> Hi Jay,
>
> Might be wrong but having the positionscore outside of the
> CustomBacktestProc the trades may be biased towards the top of the
> alphabet. I think as trades come along in your list, they are
> selected until the max trades is reached and the rest are rejected.
>
> It would be good to positionscore all the available trades within the
> CustomBacktestProc, then select the max number of trades.
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|