Thanks. In fact does not help. Basically what I need is: If positions open = 4 (max is 5) then ONLY buy if Rule1==1 AND rank ==1
Any hints? Thanks again. --- In [email protected], "j0etr4der" <j0etr4...@...> wrote: > > PositionScore uses the current bar by default. Which is looking forward. > So... > > PositionScore = Ref( ROC( Close, 40 ), - 1 ); > > You can confirm this for yourself by looking at the individual trades using > the Detail Log report. > > Don't think this answers your question, but using the Detail Log report might > help. > > --- In [email protected], "nunopires2001" <nunopires2001@> wrote: > > > > Imagine this simple system: > > > > Rule: Stock's close is above MA(50) > > If rule is fulfilled, send a limit order, 2% below yesterday close. > > > > AFL Code: > > /******************************************************************* > > //Stock above MA > > Rule1=Ref(Close,-1)>MA(Ref(Close,-1),50); > > //Stock drops 2% > > Rule2=Iif(Low<0.98*Ref(Close,-1),1,0); > > > > Buy=Iif(Rule1==1 AND Rule2==1,1,0); > > //Buyprice can be 2% below yesterday close, or even better. > > BuyPrice=Iif(Open<0.98*Ref(Close,-1),Open,0.98*Ref(Close,-1)); > > > > SetOption("MaxOpenPositions", 5 ); // no more than 5 positions > > PositionScore=ROC(C,40); > > /******************************************************************* > > > > > > As you can imagine, this simple system will trigger lots of buy signals > > every day. Without PositionScoring, I guess Amibroker choose the stocks by > > alphabetically order? > > > > So, to solve this question, i thought in a simple ranking filter. > > Lets say: PositionScore=ROC(C,40); > > > > > > But, now there is my problem. If i apply PositionScore to the system above, > > system will be forward-looking. > > The rank is applied to every stocks dropping 3%, and the ones with better > > rank are chosen. > > > > In real life, if I already have 4 open positions, only the stock with > > highest rank should be considered. > > > > Anyone can help? > > > > Probably my explanation wasn't clear, this isn't easy to explain. Ask me > > any questions, if that was the case. > > > > Many thanks! > > >
