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Re: [amibroker] Re: Top 100 Backtest


  • To: amibroker@xxxxxxxxxxxxxxx
  • Subject: Re: [amibroker] Re: Top 100 Backtest
  • From: dave 346 <david346@xxxxxxxxx>
  • Date: Tue, 14 Dec 2004 15:01:01 -0800 (PST)
  • Comment: DomainKeys? See http://antispam.yahoo.com/domainkeys

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TOMASZ,
how could this be done to
get top n in "qp2's EPS,QRS
THANKS 

Tomasz Janeczko <amibroker@xxxxxx> wrote:
Hello,

It is easy, run an exploration with average volume:

Filter = BarIndex() == BarCount - 1;
AddColumn( MA( V, 100 ), "Avg volume" );


Then click on "Avg. volume" output column to sort it.
Then select top N (say top 100) from the list and
click with right mouse button over the list and
choose "Add selected results to watch list".

From then on top-100 stocks will be on watch list of your
choice and you will be able to backtest them.

You can also do this directly from backtest formula
(without need to run exploration).
Just use

PositionScore = MA( V, 100 );

and backtester will automatically prefer stocks with higher average volume.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "rangaroopa2000" <rangaroopa2000@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 14, 2004 10:46 AM
Subject: [amibroker] Re: Top 100 Backtest


>
>
> Hi Ron,
>
> Thanks for replying.
>
> It's difficult if not impossible to find a list of the top 100 stocks
> over the past 5 years or so and I think using turnover would be good
> anyway.
>
> I suppose I could go through each month and export the turnover and
> pick out the top 100 and create a chart of the results. I just thought
> there maybe an easy way with all the fantastic functions AB has now!
>
> BTW sorry about the double post.
>
> Regards
>
> --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx> wrote:
>> There was some coding done here on this board very recently In
> (November??) regarding Float turnover. 
>>
>> Steve Woods wrote a book  about Float turnover as well.
>>
>> One of the posters (Herman ) on this board was involved in
> developing the recently developed code, and I think (but am not sure)
> that someone also developed a way to retrieve the float amounts from
> Yahoo.     Hope this helps.  Ron D
>>
>>   ----- Original Message -----
>>   From: rangaroopa2000
>>   To: amibroker@xxxxxxxxxxxxxxx
>>   Sent: Monday, December 13, 2004 8:10 PM
>>   Subject: [amibroker] Top 100 Backtest
>>
>>
>>
>>
>>
>>   Hi,
>>
>>   I would like to trade top 100 stocks and to backtest these stocks
>>   with a MONTHLY timeframe using turnover.
>>
>>   Is there an easy way to find these please per month.
>>
>>   Regards Rangaroopa
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>   Check AmiBroker web page at:
>>   http://www.amibroker.com/
>>
>>   Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>>   Yahoo! Groups Links
>>
>>
>>
>>   
>>
>>
>>
>>
>>   ---
>>   Outgoing mail is certified Virus Free.
>>   Checked by AVG anti-virus system (http://www.grisoft.com).
>>   Version: 6.0.809 / Virus Database: 551 - Release Date: 12/10/2004
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>


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