Howard, the documentation states, "The score (PositionScore) for all securities is calculated first. Then all scores are sorted according to absolute value of PositionScore. Then top N are choosen to be traded." Has that changed?
Joe --- In [email protected], Howard B <howardba...@...> wrote: > > Hi Mikey -- > > Positive values of PositionScore are used to rank issues to enter long > positions. Negative values are used to rank issues to enter short > positions. Try transforming the random numbers so that they run from -0.50 > to +0.50. That is, try: > > PositionScore = random() - 0.50; > > MTRandom() is better than random(), so you may want to use it instead. You > can read about it in the AmiBroker reference guide. > > Thanks, > Howard > > > > On Wed, Jul 14, 2010 at 7:11 AM, mikk12345 <mikk12...@...> wrote: > > > > > > > Hi, This is what i want to do. I have 10 stocks in my ticker list. I want > > to randomly select 5 long and 5 short each worth 100,000 and hold for 50 > > days in the backtester. > > > > Ive tried the following:- > > > > Buy= 1; > > Sell= 0; > > Short=1; > > Cover=0; > > ApplyStop(stopTypeNBar,stopModeBars,50,1); > > > > PositionScore=Random(); > > > > PositionSize=100000; > > > > Ive put 1,000,000 in the equity box. > > > > This only returns long only. > > > > Best Regards, > > > > Mikey. > > > > > > >
