[amibroker] Re: Random Backtesting

2010-07-15 Thread j0etr4der
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 amibroker@yahoogroups.com, Howard B howardba...@...

Re: [amibroker] Re: Random Backtesting

2010-07-15 Thread Howard B
Hi Joe -- The afl program that you posted has some problems other than the use of random() to set PositionScore. The code below was copied from the AmiBroker 5.30 User's Guide, then modified to use MTRandom() to set PositionScore. The afl compiler is the final arbiter of what works and how.