Re[2]: [amibroker] Placing orders for only the highest scored tickers

[Herman <psytek@xxxxxxxx>]

Yes i can do that and have ranked my tickers that is not a problem however it doesn't solve my problem. See my earlier email to D.

The key phrase in my subject line is "Placing orders"...the Backtester ignores practical problems.

Thanks ,

herman

Monday, April 16, 2007, 11:09:50 AM, you wrote:

>

Herman   How about converting your scores to a percentile, then you always have a scale of zero to 100. Then just trade scores over 90.       ----- Original Message -----  From: Herman  To: _AmiBroker  Sent: Monday, April 16, 2007 7:39 AM Subject: [amibroker] Placing orders for only the highest scored tickers 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

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