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[amibroker] Re: Solution: separate long and short max open positions



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I've noticed that my results are in fact alphabetized (rather than
sorted by positionscore), which has caused me concern on the very
point you raise. However, I just double-checked the results, and they
are in fact the top stocks based on positionscore. I ran an
exploration and sorted on positionscore and then compared this list to
the buys/shorts for the same day. The top stocks are picked but then
sorted alphabetically in the report.

Cheers,
Jay

--- In amibroker@xxxxxxxxxxxxxxx, "glennokb" <glennokb@xxx> wrote:
>
> Hi Jay,
> 
> Might be wrong but having the positionscore outside of the 
> CustomBacktestProc the trades may be biased towards the top of the 
> alphabet. I think as trades come along in your list, they are 
> selected until the max trades is reached and the rest are rejected.
> 
> It would be good to positionscore all the available trades within the 
> CustomBacktestProc, then select the max number of trades.
> 




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