|
PureBytes Links
Trading Reference Links
|
Hi Mike,
thank you for your answers... Some more questions below.
Radek
On Mon, Mar 16, 2009 at 3:13 PM, Mike <sfclimbers@xxxxxxxxx> wrote:
> 1. Use PositionScore.
> http://www.amibroker.com/guide/h_portfolio.html
cool but
- It doesn't say how AB handles it without using PositionScore (just
out of my curiosity). Unless I am correct saying that whatever comes
first is taken
- is my understanding correct that
-----PositionScore stores a number and if there are let's say 5 buy
signals but 3 MaxOpenPosition then AB takes 3 trades with 3 highes
PositionScore number?
----- I can use any kind of formula to calculate PositionScore?
> 2. Run a dummy optimization.
Do you think that it would work if I use #include <system1.afl> for Dummy ==1
#include
<system2.afl> for Dummy ==2
so I do not have to copy a and paste the systems and create new one
for this dummy optimization?
>
> Buy = Sell = 0;
> Dummy = Optimize("System", 1, 1, 2, 1);
>
> if (Dummy == 1) {
> // Strategy 1
> Buy = ...
> Sell = ...
> }
> if (Dummy == 2) {
> // Strategy 2
> Buy = ...
> Sell = ...
> }
>
> Alternatively, just run them all one after the other, then open the Report
> manager (drop list button from AA window), and sort by date column to see
> their results.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, Radek Simcik <radek.simcik@xxx> wrote:
>>
>> Hi all,
>>
>> I was just wondering if anybody knows
>>
>> - how AB decides what trade to take in case there are let's say 5 possible
>> trades but we have set up "MaxOpenPositions" to 3.
>> - how to backtest two or more different systems/afl codes against each
>> other
>> in one go. So I can see the results on one screen.
>>
>> Thank you,
>>
>> Radek
>>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
|