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That works! Thanks.
I needed a script for random entries on a portfolio to test my exit
strategies. Without using a random number in PositionSize only the
first 4 shares were selected due to the alphabetical choice of
amibroker. Now I have script that can do random entries on randomly
selected shares of a portfolio. Maybe its helpful for somebody:
SetTradeDelays( 1, 1, 1, 1 );
SizePerTrade=Param("Position Size [% of Equity]",25,5,100,1);
SetPositionSize( SizePerTrade, spsPercentOfEquity );
PositionScore = 100*mtRandom(); // the highest absolute value gets
selected first
Cond1= DayOfWeek()==1; //enter only on mondays
RandomEntry=mtRandom()*100;
Buy=Cond1 AND RandomEntry>50;
Sell=0;
Short=Cond1 AND RandomEntry<50;
Cover=0;
/* N-bar stop */
ApplyStop( stopTypeNBar, stopModeBars, 9, 1, 20,1 ));
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> That's correct.
>
> (BTW: if you like random choice you can use Rand() or mtRand() :-)
> but I think it is rather poor idea)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "mmike8090" <mmike8090@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, July 06, 2008 5:20 PM
> Subject: [amibroker] Re: Portfolio trade selection
>
>
> Thanks for the fast reply!
> I know from wealth-lab that trades are choosen radomly in the case
of
> no available funds. I meanwhile read in the "AB Backtester
> Basics.doc" file from this group that if Positionscore is not set at
> all, then AB just chooses the available tickers alphabetically. Is
> this right?
>
> Best Regards
> mmike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> wrote:
> >
> > Hello,
> >
> > It does not make difference. The same rules (PositionScore)
> > decide no matter if the limit is the number of open positions
> > or available cash.
> >
> > PositionSize variable (or SetPositionSize function) decides about
> the SIZE
> > (in shares or funds allocated).
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "mmike8090" <mmike8090@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Sunday, July 06, 2008 4:11 PM
> > Subject: [amibroker] Portfolio trade selection
> >
> >
> > Hi,
> >
> > i have learned in the user guide how to use position score to
decide
> > which trades should be entered if there are more entry signals on
> > different securities than maximum allowable number of open
> positions or
> > available funds. But I haven´t fount anything about what Amibroker
> > doesn when there are more ENTRY signals than available
> positions/cash
> > and nothing is declared to position score???
> >
> > Thanks for your help!
> >
> > Best Regards
> > mmike
> >
> >
> > ------------------------------------
> >
> > 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
> 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
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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