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[amibroker] Re: portfolio


  • Date: Mon, 21 Dec 2009 19:27:16 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: portfolio

PureBytes Links

Trading Reference Links

If your weighting does not involve reference to the other contenders, then just use PositionScore. The default backtester will do the rest.

e.g.
PositionScore = RSI();

Mike

--- In amibroker@xxxxxxxxxxxxxxx, Pete Mc Evoy <peter_mcevoy@xxx> wrote:
>
> is there an easy way to iterate over all the trades i want to place on a particular day and assign a weighting rather than managing at the individual signal level.   i want to apply a filter at the aggregate rather than individual level.   do i need to write my own custom backtest?
>




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