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

[Herman <psytek@xxxxxxxx>]

Ara, i think your method will work.

What you meant is make a filter that screens my stocks based on their score. In the BT it would trade a different set of tickers each bar... I was trying to "know" historically which tickers were traded on each bar - but I don't really need to know that, do I?

In real trading I would just run the same screen on the last bar and I should get my ticker list for which to place orders for the next bar. 

OK, I will try that later.

Thanks for clarifying this for me.

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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