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Hello,
Of course it is possible to implement it in AFL.
What is impossible is to write a code for every user on every request.
As to:
>> 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.
It is easy with time frame functions. It takes 4 lines of code.
TimeFrameSet( inMonthly );
PositionScore = C * V;
TimeFrameRestore();
PositionScore = TimeFrameExpand( PositionScore, inMonthly );
Once you feed AmiBroker with correct score for each security, it will rank
them for you automatically.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "rangaroopa2000" <rangaroopa2000@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, December 16, 2004 9:29 PM
Subject: [amibroker] Re: Top 100 Backtest
>
>
> 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
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>> > >
>
>
>
>
>
>
> 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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