I have a portfolio system that trades n tickers from a N100 WatchList, however the trades are intraday LMT orders and I cannot know beforehand which tickers will give me a trade.
To prevent me from having to place 100 sets of orders I want to only place orders for the n top-scored tickers. The score would rank my tickers on probability of getting a trade based on past performance. This may cause me to trade a partial portfolio at times but that is OK.
Would anybody know how to go about this in a simple way, i.e without resorting to OLE or the custom Backtester?
herman
__._,_.___
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
SPONSORED LINKS
__,_._,___
|