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[amibroker] Howto backtest only the top 10 stocks even though your filter list gives you >10


  • Date: Thu, 04 Mar 2010 14:21:17 -0000
  • From: "mbluhm2001" <mbluhm2001@xxxxxxxxx>
  • Subject: [amibroker] Howto backtest only the top 10 stocks even though your filter list gives you >10

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I'm back testing the whole universe of stocks and i have a filter criteria to reduce that down to possible candidates. Some days i get 5 stocks other days i might get 100 stocks. If i have more than 10 stocks I want to only take the 10 stocks that have the highest HV100. This is easy to see each day when i scan but I want to back test this and this is the problem. Effectively i'm using a filter that gets me the initial list of stocks and then i want to take that list, scan it and then take the top 10 HV100 stocks. 

Just to repeat this another way, the question is how can i effectively use a 2nd filter (and the min value for this filter isn't know until after i have the list of possible stocks to trade for that day) to reduce list to max 10.

Thanks,
Mark




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