[amibroker] Re: Howto backtest only the top 10 stocks even though your filter list gives you

["Mike" <sfclimbers@xxxxxxxxx>]

Hi,

If I understand you correctly, there should be no need to have a second filter. Just set PositionScore to HV100 and max positions to 10. The backtester will automatically sort by PositionScore and take the highest ranking signals up to and including max positions.

However, the above only applies for absolute entries. If your entries are conditional entries (i.e. limit orders), then you have to do some special handling and custom backtesting code.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "mbluhm2001" <mbluhm2001@xxx> wrote:
>
> I'm back testing the whole universe of stocks and i have a filter criteria to reduce that down to possible candidates. Some days i get 5 stocks other days i might get 100 stocks. If i have more than 10 stocks I want to only take the 10 stocks that have the highest HV100. This is easy to see each day when i scan but I want to back test this and this is the problem. Effectively i'm using a filter that gets me the initial list of stocks and then i want to take that list, scan it and then take the top 10 HV100 stocks. 
> 
> Just to repeat this another way, the question is how can i effectively use a 2nd filter (and the min value for this filter isn't know until after i have the list of possible stocks to trade for that day) to reduce list to max 10.
> 
> Thanks,
> Mark
>




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