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Hi,
I guess this (Top 100) is not possible with the latest functions in
Amibroker then?
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "rangaroopa2000"
<rangaroopa2000@xxxx> wrote:
>
> Hello Tomasz,
>
> Thankyou for your reply.
>
> Maybe I wasn't too clear with my words but what you suggest and
from
> my understanding, I would be able to backtest only the "latest" top
> 100.
>
> I would like to find the top 100 for each and every month in the
past
> five years or so. They would vary as would the actual top 100 stock
> do.
>
> ie: if I run a scan with the timeframe on monthly with C * V and
rank
> the highest to lowest, I would like the highest 100. Doing this for
> every month for backtesting.
>
> Thanks again.
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> 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@xxxx>
> > 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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