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Chuck, fascinating !
Once you rank, I assume that you can do things
like:
- take the top "x" trades only
- take only the trades above a certain "y"
value
- take only the trades that are "z"% below "q"'s
value
- etc.
Yes ?
Will this ranking component be shared on the list
?
HB
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, May 04, 2003 0:40
Subject: RE: [amibroker] Ranking Stocks
(was ABTool)
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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