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Thanks a lot, the behavior makes total sense now according to these
default rules..would be great to add to the manual the rules for
default positionscore behavior if the user does not define it,
although if the score is important, normally the user should be
explicitly defining it anyway.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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.
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