Thanks so much Mike for your help on this. Yes i think our replies crossed each other.
You understand the problem perfectly. These two references are exactly what i was looking for. Thanks!!!!! Mark --- In [email protected], "Mike" <sfclimb...@...> wrote: > > My other reply seems not to have made it through, or is delayed. Read the > following threads: > > 1. To do exactly what you want > http://finance.groups.yahoo.com/group/amibroker/message/114739 > > 2. To get the same result, but much much faster > http://finance.groups.yahoo.com/group/amibroker/message/114784 > > Mike > > --- In [email protected], "mbluhm2001" <mbluhm2001@> wrote: > > > > Tomasz, > > > > Is there a way for me to extract the list from the PositionScore so I can > > reduce the size to only the top 10 stocks in the list? > > > > I'm trying to duplicate the way i'm trading the system. So I run the > > Explorer and I might get a list of 100 stocks, with the limit entry prices. > > I'm going to sort that 100 by the highest 100 day volatility. I then only > > put in the limit orders for these top 10 stocks. So i have ignored the > > other 90 stocks. > > > > Now my understanding is the PostionScore will sort the stocks in the same > > way but it will look at the whole list and take up to 10 entries that would > > of triggered. Its not limiting its self to the top 10 stocks but will > > consider all of the 100. Only if more than 10 would of triggered then is > > will take the 1st 10 in the order of Positionscore. > > > > So, at least my understanding, is that it won't duplicate what i'm doing > > manually. > > > > Thanks, > > Mark > > > > > > > > > > > > > > > > > > --- In [email protected], Tomasz Janeczko <groups@> wrote: > > > > > > Hello, > > > > > > Use PositionScore - it does exactly the RANKING of signals and chooses > > > top N-ones. > > > As always everything is in the manual: > > > http://www.amibroker.com/guide/h_portfolio.html > > > > > > Best regards, > > > Tomasz Janeczko > > > amibroker.com > > > > > > On 2010-03-04 15:21, mbluhm2001 wrote: > > > > 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 > > > > > > > > > > > > > > > > > > > > > > > > > >
