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Ah
ha.... I don't determine the ranking criteria. More explicitly, it
can be whatever YOU like.
<FONT face=Arial color=#0000ff
size=2>
An
example might help. Let's say you thought that there was
"information" in the RSI value; the lower the RSI value, the better the buy
signal. If that was the case, your criteria would be the RSI value and you
could sort based on it. If you had P/E or Debt/Equity ratio
available in your data, you could rank based on either of those. The
actual buy signal can be something quite different from the ranking
criteria.
<FONT face=Arial color=#0000ff
size=2>
In a
nutshell, whatever YOU would like to rank by can be written to a file and sorted
in order to limit but orders to available cash.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: HB
[mailto:hossamb@xxxxxxxxxxxx]Sent: Sunday, May 04, 2003 12:12
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Ranking Stocks (was ABTool)
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)
<FONT face=Arial color=#0000ff
size=2>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 tool.Send BUG REPORTS to
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