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Yes, the RR ratio is a number so it will be the score. I thought
your PT is able to sort based on the score (RR ratio) and then choose
the 2-3 stocks with the highest score. Yes/No ?
HB
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> If you can turn what you term risk-reward ratio into a Score then
yes
> this could be done by PT ... how would you go about comparing one
> security .vs. another to make this determination ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "hmab1" <hossamb@xxxx> wrote:
> >
> > Fred,
> >
> > Your portfolio trader greatly interests me. I'm currently busy
> > trying to automate the trade execution of my system but your
> > portfolio trader is next on my list.
> >
> > It interests me because I would like to backtest (and scan in
real-
> > time) a system that would take only the top 1-3 trades based on
> their
> > risk-reward ratio. Based on what I've read so far, I'm assuming
> that
> > your PT can do this.
> >
> > Thanks for sharing !
> >
> > HB
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > I've uploaded an updated version of PORTFOLIO TRADER which
> includes
> > > bug fixes for MinBars and TradeDelay problems as well as a
small
> > > enhancement to be able to have a user defined MoneyMarket fund
> > crowd
> > > out the others when necessary in the ranking not unlike the way
> > Trade
> > > has it implemented.
> > >
> > > See the file section under PT-101. hmmm ... the coincidence of
> > that
> > > naming really wasn't intentional.
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