{"id":1155,"date":"2015-09-28T09:59:19","date_gmt":"2015-09-28T14:59:19","guid":{"rendered":"http:\/\/www.amibroker.com\/kb\/?p=1155"},"modified":"2015-09-30T10:49:01","modified_gmt":"2015-09-30T15:49:01","slug":"symbol-selection-when-positionscore-is-not-defined","status":"publish","type":"post","link":"https:\/\/www.amibroker.com\/wordpress\/kb\/2015\/09\/28\/symbol-selection-when-positionscore-is-not-defined\/","title":{"rendered":"Symbol selection when PositionScore is not defined"},"content":{"rendered":"

AmiBroker’s portfolio backtester allows to define stock ranking and selection criteria by means of PositionScore variable. This is explained in details in the following tutorial chapter:<\/p>

http:\/\/www.amibroker.com\/guide\/h_portfolio.html<\/a><\/p>

If PositionScore is not<\/strong> defined or it has the same value for two or more symbols, then AmiBroker will use the following rules:<\/p>

  1. transaction with greater PositionSize is preferred – the comparison method depends on the position sizing approach used in our code:
    • If we use SetPositionSize( dollarvalue, spsValue) – then $ value is compared.
    • If we use SetPositionSize( shares, spsShares) – then number of shares is used for comparison.
    • If we use SetPositionSize( perc, spsPercentOfEquity) – then % equity matters.<\/ul>
    • alphabetical order
    • long trades rather than short trades, if both occur at the same time for the same symbol.<\/ol>","protected":false},"excerpt":{"rendered":"

      AmiBroker’s portfolio backtester allows to define stock ranking and selection criteria by means of PositionScore variable. This is explained in details in the following tutorial chapter:http:\/\/www.amibroker.com\/guide\/h_portfolio.htmlIf PositionScore is not defined or it has the same value for two or more symbols, then AmiBroker will use the following rules:transaction with greater PositionSize is preferred – the […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[39],"tags":[53,15,59],"_links":{"self":[{"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/posts\/1155"}],"collection":[{"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/comments?post=1155"}],"version-history":[{"count":2,"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/posts\/1155\/revisions"}],"predecessor-version":[{"id":1177,"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/posts\/1155\/revisions\/1177"}],"wp:attachment":[{"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/media?parent=1155"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/categories?post=1155"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.amibroker.com\/wordpress\/kb\/wp-json\/wp\/v2\/tags?post=1155"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}