Fast response! Thank you. Can you be more specific on how to access rankings using custom backtester?
--- In [email protected], Tomasz Janeczko <gro...@...> wrote: > > Hello, > > Oh my God! It does not only re-iterates for all stocks BUT repeating it > for ALL bars > A MUST-READ is this: http://www.amibroker.com/guide/x_performance.html > > Follow advice given in the article and MOVE LOOP INVARIANTS OUTSIDE THE > LOOP ! > > Better yet REMOVE THIS code altogether. > You don't need this. > Instead use PositionScore that does the ranking for you ! > This is a 2nd must read: > http://www.amibroker.com/guide/h_portfolio.html > > If you need to access rankings use custom backtester - the signal array > will have all symbols sorted by absolute > value of position score on bar by bar basis - it will be many orders of > magnitude > faster than your code. > > Best regards, > Tomasz Janeczko > amibroker.com > > On 2010-04-08 21:52, mkecera wrote: > > Hi All, > > > > I am using the function below to get ranking of particular stock in the > > watchlist according to defined function. Problem is that for backtest its > > too slow as it recalculates for each stock. > > > > Is there a way to store the rankings once and then just read them or pass > > them between different stocks during portfolio backtest? > > > > Any pointers are greatly appreciated. Thank you. > > > > function GetValue(index) > > { > > return C[index]; > > } > > > > for (z=1; z<=BarCount-1; z++) > > { > > local List; > > > > List = CategoryGetSymbols( categoryWatchlist, WatchlistNumber ); > > > > for( i = 0; ( SymbolNumber= StrExtract( List, i ) ) != ""; i++ ) > > { > > SetForeign(SymbolNumber); > > TemporaryValue = GetValue(z); > > RestorePriceArrays(); > > TickersValue[i] = TemporaryValue; > > } > > > > MyPosition[z]=0; > > for( n = 0; n<=i; n++ ) > > { > > > > MyPosition[z]=IIf(MyValue[z]<TickersValue[n],MyPosition[z]+1,MyPosition[z]); > > } > > } > > > > > > > > > > ------------------------------------ > > > > **** 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 > > > > > > > > > > >
