Hi Mark, Try running a first exploration to do your heavy lifting sort on the whole universe which stores the output to a specified watchlist. If you are running a current version of AB you can also automatically sort the exploration's output on any criteria. Then run a second exploration on that watchlist. This can be automated, or run manually.
I don't have time now to provide code, got to get back to trading, but there are lots of examples on this group and in help on how to explore and save to watchlist. If you can't find any, repost your question. Peace and Justice --- Patrick ----- Original Message ----- From: mbluhm2001 To: [email protected] Sent: Thursday, March 04, 2010 6:21 AM Subject: [amibroker] Howto backtest only the top 10 stocks even though your filter list gives you >10 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 ------------------------------------ **** IMPORTANT PLEASE READ **** This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
