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This
Ranking and sorting stocks example might be useful to you.
Bill
Sidney Kaiser wrote:
I have an on going problem with wanting to rank stocks
based on one or
more indicators.
Here is what I think I know: The only ranking mechanism built into
AB is position score. My application needs to buy the rank based on
a fast indicator and sell the rank based on a different slower
indicator. I have no idea how to set this up for buying with two
different rankings ( 2 position scores ). We are limited to a
single position score calculation, aren't we?
To further complicate matters I would like to include a minimum hold
period on buys before allowing a sell. ( this is for stocks, not
funds )
In another application ( which is being obsoleted, hence the need to
get
this into AB ) this trading is done in a rotational mode. I have
beat on this for a long time and have not found a way to get it running
in rotational mode in AB. I'm about to try regular trading B/S with
the addition of position score (s).
Another view of what I am trying to do....
// Buy Conditions: test = 1 and MAMb
position score at a max.
// Sell conditions: test = 0
and MAMs
position score less than worst rank held, a different calculation of
position score.
// The test part can be
accomplished
by multiplying position scores by the ( boolean ) value of
test.
Can I have more than one position score at the same time?
// If at all possible would
also like
to incorporate a minimum hold period of X days after a buy
.
Sid
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