[amibroker] Re: Apply Buy and Short signals to ranked symbols in watchlist

["Ron Rowland" <rowland@xxxxxxxx>]

Yes, you should be able to accomplish this if you 
1) Use PositionScore for each symbol in your list (+ for longs, - for 
shorts)
2) assign a PositionScore of zero to all Sells and/or lack of Buys
3) limit your number of positions to 1
4) run the backtester

There is no need to think about creating new ranking arrays for each 
period.  This will be done automatically for you each day (or 
smallest period in your data) as part of the backtest.

--- In amibroker@xxxxxxxxxxxxxxx, "slipthruthecracks" 
<slipthruthecracks@xxx> wrote:
>
> I have a system that applies signals generated by a series of rules 
to
> a given symbol. Since I am using this rules bases system of entry 
for
> buys and shorts I can't test across a relative strength watchlist 
with
> rotational testing.
> 
> Is there a way I can generate my entry signals and then buy or short
> the weakest or strongest symbol in a watchlist on that entry and 
then
> run the backtester and see the portfolio results?
> 
> I think pseudo code would be something like this:
> 
> get watchlist symbols;
> create rel strength scores for each symbol in watchlist;
> create ranking arrays for strongest and weakest each period;
> create buy and short signals;
> apply buy signals to strongest ranked symbol;
> apply short signal to weakest ranked symbol;
> view portfolio results;
> 
> Does this sound right?
> 
> STtC
>



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