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Hi
Thank all of you for your suggestions. I will try by using the
examples provided. Happy New Year!
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
>
> You may find message 114739 helpful, where I offer a code sample that
> I believe will help with what you are asking for. My example is based
> on limit orders, but the approach applies for any strategy.
>
> The basic principle is that as you process each symbol at each bar,
> you do a sorted save of the top 'x' PositionScore values into 'x'
> composite arrays named ~Position1, ~Position2, ..., You can then use
> the Foreign function to access any of the top 'x' scores at any bar
> from within your custom backtester code.
>
> e.g.
>
> pos1Scores = Foreign("~Position1", "X", 0);
>
> for (bar = 0; bar < BarCount; bar++) {
> pos1Score = pos1Scores[bar];
> ...
> }
>
> http://finance.groups.yahoo.com/group/amibroker/message/114739
>
> --- In amibroker@xxxxxxxxxxxxxxx, "hoho10015" <hoho10015@> wrote:
> >
> > Hi all
> >
> > I was wondering if it is possible to rank Positionscore in the
> > portfolio backtester. I only want my system to consider the top ten
> > candidates based on position score each day and discard the rest.
> Thanks
> >
>
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