RE: [amibroker] Example of buying top N stocks ranked by some metric - no takers?

["Dave Merrill" <dmerrill@xxxxxxx>]

<BLOCKQUOTE dir=ltr 
>
  <SPAN 
  class=769371813-16062004>Say I wanted to buy the top 20 stocks ranked by 
  ROC(C, 1), for example, and sell with a custom exit somewhat like a trailing 
  stop, one that depends on knowing the entry date and 
price.
  <SPAN 
  class=769371813-16062004> 
  <SPAN 
  class=769371813-16062004>This is the only thing I could come up with, which 
  won't do it, because the exit function won't know when buys actually occur 
  according to PositionScore.
  <SPAN 
  class=769371813-16062004> 
  <SPAN 
  class=769371813-16062004>Buy = 1;
  <SPAN 
  class=769371813-16062004>PostitionScore = Max(ROC(C, 1), 
  0);
  <SPAN 
  class=769371813-16062004>ExitLine = MyExitFunction();
  <SPAN 
  class=769371813-16062004>Sell = Cross(ExitLine, C);
  <SPAN 
  class=769371813-16062004> 
  <SPAN 
  class=769371813-16062004>Am I being clear? Is there a way to do this in native 
  AFL?
  <SPAN 
  class=769371813-16062004> 
  <SPAN 
  class=769371813-16062004>Thanks,
  <SPAN 
  class=769371813-16062004> 
  <SPAN 
  class=769371813-16062004>Dave
  <BLOCKQUOTE 
  >A 
    few more explanations would be required to know what you are 
    after.In both rotational and non-rotational mode you can buy top N 
    stocksif you code PositionScore variable according to your 
    metric.> Does anyone have a non-rotational example of buying the 
    top N stocks ranked> by some metric? Far as I can see, that requires 
    the Osaka plug-in, which I'm> not familiar with.> > 
    Thanks,> > Dave 
Merrill


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