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Re: [amibroker] Ranking Stocks (was ABTool)



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Chuck,
 
What are your ranking criteria ?
 
HB
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=chuck_rademacher@xxxxxxxxxx 
  href="">Chuck Rademacher 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, May 03, 2003 23:12
  Subject: RE: [amibroker] Ranking Stocks 
  (was ABTool)
  
  The 
  ranking technique will work in optimize and backtest mode.   It is 
  slow, however, and that's what I'm workiing on now.
  <BLOCKQUOTE 
  >
    <FONT face="Times New Roman" 
    size=2>-----Original Message-----From: b519b 
    [mailto:b519b@xxxxxxxxx]Sent: Saturday, May 03, 2003 10:58 
    PMTo: <A 
    href="">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 
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