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Hi,
You may find message 114739 helpful, where I offer a code sample that
I believe will help with what you are asking for. My example is based
on limit orders, but the approach applies for any strategy.
The basic principle is that as you process each symbol at each bar,
you do a sorted save of the top 'x' PositionScore values into 'x'
composite arrays named ~Position1, ~Position2, ..., You can then use
the Foreign function to access any of the top 'x' scores at any bar
from within your custom backtester code.
e.g.
pos1Scores = Foreign("~Position1", "X", 0);
for (bar = 0; bar < BarCount; bar++) {
pos1Score = pos1Scores[bar];
...
}
http://finance.groups.yahoo.com/group/amibroker/message/114739
--- In amibroker@xxxxxxxxxxxxxxx, "hoho10015" <hoho10015@xxx> wrote:
>
> Hi all
>
> I was wondering if it is possible to rank Positionscore in the
> portfolio backtester. I only want my system to consider the top ten
> candidates based on position score each day and discard the rest.
Thanks
>
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