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Re: [amibroker] Downscoring and the rotational portfolio



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Hello,

You should set score to ZERO if you want to skip given stock.

Setting to -100K actually means very strong SHORT candidate,
because symbols are ranked according to ABSOLUTE value
of score, while sign means long (positive) or short (negative sign).

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "droskill" <droskill@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 12, 2008 10:59 PM
Subject: [amibroker] Downscoring and the rotational portfolio


> Hey all -
> 
> I'm using the rotational portfolio.  When I setup position score, I
> have a clause where, if a stock doesn't meet a criteria, it is
> downgraded in terms of score - so I add -100,000 to the score.  Yet,
> these stocks are still coming up in the portfolio rotation.  So I have
> two questions:
> 
> 1. Is what I'm doing the right way to think about it?
> 
> 2. Is there a better way to do it?  I remember there being a "skip"
> function but I can't remember what the function is and I can't find a
> reference to it.
> 
> Any help greatly appreciated.
> 
> 
> ------------------------------------
> 
> 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 
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
http://www.amibroker.com/support.html
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