[amibroker] Re: Is it possible to limit the number of candidate stocks during a backtest?

["polomorabe" <paul.moore@xxxxxxxxxx>]

Thanks for the reply Ed.

I know about ranking using RSI(), this is what I use during
backtesting. However, it is not certain that the highest ranking
stocks selected by the backtester will be chosen the next day when the
market opens in the simulation. Fo example, if there are 100 candidate
stocks selected by the backtester on a given day after the close, it
may be that the 5th and the 95th stocks will be traded during the
following day's simulation. 

What I wanted was a way to limit the number of candidate stocks to,
for example, 10. In this case only the 5th stock in the list would be
traded, and not the 95th.

Thanks, Paul


--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> hi,
> 
> why is it impossible to predict which one of the stocks will be
bought? You rank the signals using RSI so then the highest ranking
stock will be chosen by the backtester. If you use EOD data and
calculate signals for the next day then your ranking will pick out the
highest ranking signal for the next day.
> 
> If you calculate a backtest where you want to enter the next day
then the ranking has the form:
> 
> PositionScore = ref( 50 - RSI() ,-1);
> 
> Then in the backtester settings window you need to tell the
backtester to "Add artificial future bar". Then when you run a
backtest it will select the signal you need to enter the next day,
> 
> rgds, Ed  
> 
> 
> 





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