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Graham,
That does the job I described.
What I ultimately want to achieve is something like the following
example:
When the Nasdaq 100 index (NDX) is above its 100 day SMA, buy the 10
constituent stocks of the NDX which have the highest 20 day ROC. Exit
those 10 stocks when the NDX falls back below its 100 day SMA.
Now I've learned how to use a test on an index to generate a series
of trade dates which are then used to buy and sell individual stocks
(using Foreign...)
Ideally I want to backtest the whole system.
Can it be done?
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanag@xxxx> wrote:
> Steve
> Not certain what you mean by top 10%, but after searching you can
sort
> the list by clicking on the column heading. Then just highlight the
ones
> you want if you need to save to a watchlist
>
> Cheers,
> Graham
>
>
> -----Original Message-----
> From: Steve_Almond <steve_almond@xxxx>
> [mailto:steve_almond@x...]
> Sent: Tuesday, 25 February 2003 5:48 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Exploring
>
> Can an exploration be used to find the top 10(%) of a group of
stocks?
> I want to test 100 stocks and pick the top 10% measured by 20 day
ROC.
>
> Is this possible?
>
> Steve
>
>
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