Hi Thank all of you for your suggestions. I will try by using the examples provided. Happy New Year!
--- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote: > > Hi, > > You may find message 114739 helpful, where I offer a code sample that > I believe will help with what you are asking for. My example is based > on limit orders, but the approach applies for any strategy. > > The basic principle is that as you process each symbol at each bar, > you do a sorted save of the top 'x' PositionScore values into 'x' > composite arrays named ~Position1, ~Position2, ..., You can then use > the Foreign function to access any of the top 'x' scores at any bar > from within your custom backtester code. > > e.g. > > pos1Scores = Foreign("~Position1", "X", 0); > > for (bar = 0; bar < BarCount; bar++) { > pos1Score = pos1Scores[bar]; > ... > } > > http://finance.groups.yahoo.com/group/amibroker/message/114739 > > --- In [email protected], "hoho10015" <hoho10015@> wrote: > > > > Hi all > > > > I was wondering if it is possible to rank Positionscore in the > > portfolio backtester. I only want my system to consider the top ten > > candidates based on position score each day and discard the rest. > Thanks > > >
