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Dave,
This is the kind of thing that PortfolioTrader was written for.
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> 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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