[amibroker] Re: Position Score

["vlanschot" <vlanschot@xxxxxxxxx>]

Please read the manual more thoroughly:

USING POSITION SCORE 

You can use new PositionScore variable to decide which trades should 
be entered if there are more entry signals on different securities 
than maximum allowable number of open positions or available funds. 
In such case AmiBroker will use the absolute value of PositionScore 
variable to decide which trades are preferred. 

Clearly AB needs to know which trade you want to enter if your 
signals exceed your MaxOpenPos. Therefore the above default rule. Re 
negative value, if this means in your trading rules that you want to 
go short, this will still happen. All AB does (internally) is decide 
BEFOREHAND which signals it accepts / cuts off.

PS
If you want to change this, you need to use the CBT.

--- In amibroker@xxxxxxxxxxxxxxx, "tipequity" <l3456@xxx> wrote:
>
> Am I understanding correctly that position score is the ABSOLUTE 
value 
> of variable assigned to it? if so why the absolute value? what 
should 
> we do if the variable takes on negative variables? the following is 
a 
> quote from AB manual.
> 
> "all scores are sorted according to absolute value of 
PositionScore."
>




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