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In a score based trading system each stock gets
some (weighted/normalized) scores assigned and
all the scores of the underlying indicators and methods
are cumulated for each stock. From this list I would
like to take the first (or the first x) stocks for backtesting.
How could this be realized in an exploration or in the backtester?
One would need to filter and collect the stocks meeting
the underlying criteria and then would need to sort the
table and pick item number(s) and assign them to the Buy array.
This would be very interessting for testing the performance
of such a system in ABs backtester.
Can this be done in AB?
UM
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