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The
ranking technique will work in optimize and backtest mode. It is
slow, however, and that's what I'm workiing on now.
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: b519b
[mailto:b519b@xxxxxxxxx]Sent: Saturday, May 03, 2003 10:58
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Ranking Stocks (was ABTool)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.Send
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