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My other reply seems not to have made it through, or is delayed. Read the following threads:
1. To do exactly what you want
http://finance.groups.yahoo.com/group/amibroker/message/114739
2. To get the same result, but much much faster
http://finance.groups.yahoo.com/group/amibroker/message/114784
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "mbluhm2001" <mbluhm2001@xxx> wrote:
>
> Tomasz,
>
> Is there a way for me to extract the list from the PositionScore so I can reduce the size to only the top 10 stocks in the list?
>
> I'm trying to duplicate the way i'm trading the system. So I run the Explorer and I might get a list of 100 stocks, with the limit entry prices. I'm going to sort that 100 by the highest 100 day volatility. I then only put in the limit orders for these top 10 stocks. So i have ignored the other 90 stocks.
>
> Now my understanding is the PostionScore will sort the stocks in the same way but it will look at the whole list and take up to 10 entries that would of triggered. Its not limiting its self to the top 10 stocks but will consider all of the 100. Only if more than 10 would of triggered then is will take the 1st 10 in the order of Positionscore.
>
> So, at least my understanding, is that it won't duplicate what i'm doing manually.
>
> Thanks,
> Mark
>
>
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko <groups@> wrote:
> >
> > 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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This is *NOT* technical support channel.
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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