1. Yes, I believe that in the absence of a PositionScore, it's first come first served. I'm not 100% sure though.
The absolute value of PositionScore is used when choosing the winners, since negative PositionScores are for Short and positive ones are for Buy. The usage of PositionScore depends on a few other variables as discussed in the MaxOpenLong, MaxOpenShort, SeparateLongShortRank options http://www.amibroker.com/guide/afl/setoption.html Yes, any formula can be used to calculate the PositionScore array. 2. Maybe. Give it a try. If it doesn't work, you can try changing the external code to be wrapped as functions. Then, #include both and call the relevant function based on the Dummy value. e.g. System1.afl procedure System1() { Buy = ... Sell = ... } System2.afl procedure System2() { Buy = ... Sell = ... } Dummy.afl Buy = Sell = 0; Dummy = Optimize("System", 1, 1, 2, 1); if (Dummy == 1) { System1(); } else if (Dummy == 2) { System2(); } Mike --- In amibroker@yahoogroups.com, Radek Simcik <radek.sim...@...> wrote: > > Hi Mike, > > thank you for your answers... Some more questions below. > > Radek > > On Mon, Mar 16, 2009 at 3:13 PM, Mike <sfclimb...@...> wrote: > > 1. Use PositionScore. > > http://www.amibroker.com/guide/h_portfolio.html > > cool but > - It doesn't say how AB handles it without using PositionScore (just > out of my curiosity). Unless I am correct saying that whatever comes > first is taken > - is my understanding correct that > -----PositionScore stores a number and if there are let's say 5 buy > signals but 3 MaxOpenPosition then AB takes 3 trades with 3 highes > PositionScore number? > ----- I can use any kind of formula to calculate PositionScore? > > > 2. Run a dummy optimization. > Do you think that it would work if I use #include <system1.afl> for Dummy > ==1 > #include > <system2.afl> for Dummy ==2 > > so I do not have to copy a and paste the systems and create new one > for this dummy optimization? > > > > > > Buy = Sell = 0; > > Dummy = Optimize("System", 1, 1, 2, 1); > > > > if (Dummy == 1) { > > // Strategy 1 > > Buy = ... > > Sell = ... > > } > > if (Dummy == 2) { > > // Strategy 2 > > Buy = ... > > Sell = ... > > } > > > > Alternatively, just run them all one after the other, then open the Report > > manager (drop list button from AA window), and sort by date column to see > > their results. > > > > Mike > > > > --- In amibroker@yahoogroups.com, Radek Simcik <radek.simcik@> wrote: > >> > >> Hi all, > >> > >> I was just wondering if anybody knows > >> > >> - how AB decides what trade to take in case there are let's say 5 possible > >> trades but we have set up "MaxOpenPositions" to 3. > >> - how to backtest two or more different systems/afl codes against each > >> other > >> in one go. So I can see the results on one screen. > >> > >> Thank you, > >> > >> Radek > >> > > > > >
