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Hello,
PositionScore must be a NUMBER ! (It is of course documented in the manual).
If you don't define position score then
backtester picks NOT randomly but according to the following rules:
a) prefer largest position SIZE first
then
b) alphabetical order (if same position size)
then
b) prefer LONG over SHORT (if both occur for same symbol at the same time)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "giggollo99" <giggollo@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 21, 2007 8:31 PM
Subject: [amibroker] Alphabetical Positionscore Not Working
> Using daily timeframe, I have a day when i have 90 buy signals on
> different stocks. I set "Max Open Positions" to 10 in AA settings to
> limit to 10 stocks per day. I do not have positionscore set anywhere
> in my AFL code. My understanding is that this should by default result
> in only the top 10 stocks *alphabetically* showing up if i run a
> backtest. However, when i run the backtest, i get a seemingly random
> set of 10 stocks showing up in the backtest, not the top ones
> alphabetically (ie not the ones starting with A... then B... then C...
> etc)
>
> Also, if I set
>
> Positionscore=Name();
>
> I still dont get alphabetical positionscoring, but if i set
>
> Positionscore=Close;
>
> it works and i get only the 10 highest-priced stocks bought for that day.
>
> Anybody know why this is happening?
>
> Thanks a lot
> g
>
>
>
> 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
>
>
>
>
>
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:
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