You may not need to do any of that. AmiBroker has a native array named PositionScore. This dictates the order in which Signals get processed during the backtest.
If you have a non discretionary scoring system, just assign that formula to the PositonScore variable. e.g. The following will favor Signals with the greatest rate of change as compared to the previous bar. PositionScore = ROC(Close, 1); Mike --- In [email protected], "bistrader" <bistra...@...> wrote: > > This is what I would try as well, putting score into open interest or some > other field that you are not using today. > > --- In [email protected], Robert Chevallier <robert.chevallier@> > wrote: > > > > Import Ascii file > > > > with the proper format file, you should be able to import your data to the > > stock > > > > 2009/10/31 Rob <sidhartha70@> > > > > > > > > > > > Check out AddToComposite()... I think you'll find it will serve your > > > needs. > > > > > > > > > --- In [email protected] <amibroker%40yahoogroups.com>, "f8fcs" > > > <nickdepeyster@> wrote: > > > > > > > > I have a scoring system that I would like to import into AB, and then > > > overlay the technical indicators. The scoring system goes back in time -- > > > a > > > typical database row reads 'Symbol,Date,Score'. The scores change from > > > period to period. > > > > > > > > I would hope to run backtests that screen stocks based on the score. At > > > each time period, only top ranked stocks (using my custom score) would be > > > eligible for purchase. Technical indicators would help with the timing. > > > > > > > > It does not appear feasible to reproduce the score in AB. Importation is > > > the only solution. I understand there is the Rmath plug in which might > > > help, > > > but I don't know R. I do know VB. > > > > > > > > I guess my first thought would be, does AB have a parser that allows it > > > to read generic ASCII files that contain non price data, in such a way > > > that > > > the scores become available in a backtesting environment? > > > > > > > > > > > > > > > >
