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Chuck,
Does your ranking code just work in scan or exploration modes, or
can it be using in backtesting to create portfolios of limited size
(limited by number of stocks at one time, or limited by total
capital used)?
b
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> I just finished modifying my "pairs"
trading AFL to use UM's new ABTool.
> It saves about 12 hours of processing
time, making it possible to actually
> use the system.
>
> I am almost finished modifying another
piece of AFL to rank buy/short orders
> and limit the orders to available cash.
>
> Since these two approaches don't seem
to be of general interest, I'm happy
> to discuss methods, etc. with anyone offline.
>
> Thanks again, UM, for developing such a useful tool.
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