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say you wanted to test a trading system that found stocks meeting some basic
criteria, then bought the 10 with the highest ranking by some criteria. in
other words, the final selection criteria isn't an absolute metric, but a
ranking, the 10 stocks with the highest value of that metric, whatever the
range of values might be.
you could do the sort manually in an exploration, but you couldn't backtest
that. is there any way to do this kind of sort-based selection in some
backtestable way?
thanks,
Dave Merrill
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