Herman,
PositionScore will do that for you. It does not matter when you get signals.
Just put the "probability of getting a trade based on past performance." into
PosScore.
And it will honor it.
To implement limit order use
Buy = YOUR ORIGINAL BUY AND High > LimitPrice;
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Herman
To: dingo
Sent: Monday, April 16, 2007 5:57 PM
Subject: Re[2]: [amibroker] Placing orders for only the highest scored tickers
No, if i understand the PositionScore correctly it won't.
The PositionScore assumes all signals are available at the same time and then
simply picks the top scores. But my signals aren't all traded and aren't known
at the start of the day, they are scattered in real-time over the entire
trading day. Using the PS I would have to place all 100 order-sets and this is
what i want to get away from.
herman
Monday, April 16, 2007, 11:02:29 AM, you wrote:
>
Positionscore will do it for you.
d
------------------------------------------------------------------------
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of
Herman
Sent: Monday, April 16, 2007 10:39 AM
To: _AmiBroker
Subject: [amibroker] Placing orders for only the highest scored tickers
I have a portfolio system that trades n tickers from a N100 WatchList,
however the trades are intraday LMT orders and I cannot know beforehand which
tickers will give me a trade.
To prevent me from having to place 100 sets of orders I want to only
place orders for the n top-scored tickers. The score would rank my tickers on
probability of getting a trade based on past performance. This may cause me to
trade a partial portfolio at times but that is OK.
Would anybody know how to go about this in a simple way, i.e without
resorting to OLE or the custom Backtester?
herman
