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

[Tomasz Janeczko <groups@xxxxxxxxxxxxx>]

Hello,

Use PositionScore  - it does exactly the RANKING of signals and chooses 
top N-ones.
As always everything is in the manual:
http://www.amibroker.com/guide/h_portfolio.html

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-03-04 15:21, mbluhm2001 wrote:
> 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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------------------------------------

**** IMPORTANT PLEASE READ ****
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