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Ken - thanks for your kind comments earlier!
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <ken45140@xxx> wrote:
>There is a statement in the Approach 2 code which is
>
>SetOption( "MaxOpenPositions", 50 ); //AB only keeps 2* maxpos top
>This line of code controls (in a way I do not understand) how many
>symbols are ranked.
I think I can explain this part.
The original motivation of PositionScore was (and is) to rank stocks
for rotational trading.
It is assumed that you won't, for example, take 2000 positions.
Since a ranking list is constructed _for every bar_, it was judged
prudent not to put an arbitrarily large # of symbols in the ranking
lists, since that would tend to take _alot_ of memory.
So, AB constructs these bar-by-bar ranking lists keeping only twice
the number of your designated MaxOpenPositions. The assumption is
that you won't need more.
When you are repurposing the CBT ranking system (as we are here) and
desiring to rank ALL stocks, you need to set MaxOpenPositions large
enough to accomodate your universe of stocks.
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