Thanks for the reply. I am glad, someone had the same problem before :-) It seems I am facing a tough challenge!
Have a great night, Nuno --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Hi, > > This comes up every year or so... > > http://finance.groups.yahoo.com/group/amibroker/message/147538 > > Mike > > --- In [email protected], "nunopires2001" <nunopires2001@> wrote: > > > > 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" <j0etr4der@> 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! > > > > > > > > > >
