|
PureBytes Links
Trading Reference Links
|
This probably helps (via CBT):
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
PS
--- In amibroker@xxxxxxxxxxxxxxx, "KBGlenn" <kbglenn@xxx> wrote:
>
> Could someone please give me some suggestions on how I might
> accomplish the following:
>
> - Establish a basket of stocks (I can do this)
> - Review the basket periodically and determine which meet certain
> criteria (I can do this)
> - Buy all stocks in the basket that meet the criteria in equal
weights
> using all available cash (This I can do)
> - Somtimes there may be 20 and sometimes there may be 0. However,
> with every periodic review I need to rebalance as required. So, for
> example, if stocks meeting the criteria went down from 5 to 4 I
would
> need to purchase additional shares of the 4 remaining on the list.
> Alternatively I could go from 4 to 5 and need to trim the prior 4
to
> add the fifth stock. (This I can't figure out how to code.)
>
> Also, would you even use rotational trading for this because you
could
> own anywhere from zero stocks to every stock on the list depending
on
> which met/didn't meet the criterion? I suppose I could force sell
> everything and simply repurchase each period, but I'd prefer to
> backtest the way it would actually be implemented.
>
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|