--- In [email protected], Sidney Kaiser <[EMAIL PROTECTED]> wrote:
>
> PositionScore = ... your score according to which ranking takes place
>
>
> SetOption("MaxOpenPositions", 100 ); // to have report for top 100
symbols
> PositionSize = -0.1; // small enough so position sizing
> RoundLotSize = 0; // do not do any round lot sizing
> Buy=1; // buy on last bar
> Sell = 0;
>
> Now run backtest on the VERY LAST BAR (Set range to N = 1 ) and you
will
> get list of top 100 symbols according to your methodology.
>
> Did anyone get this to produce a ranked output?
>
> I tried various indicators for the positionscore.....no useful
output with
> a large watchlist as input.
>
> I added a column to display the PS and ran it as an exploration with a
> filter of 1, PS appears to be normal.
>
> I also tried positionsize and roundlotsize with some normal values
and the
> code would make a trade or two.
>
> As far as I can tell this code snippet does not work to create a
ranking.
>
> Sid
Works for me.
dale b
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 other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
