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<SPAN
class=705525611-18062004>Thanks for the reminder on this Glenn. Unfortunately,
while that msg is a useful technique, it still won't get where I'm try to go, at
least in that form.
<SPAN
class=705525611-18062004>
<SPAN
class=705525611-18062004>That code works by creating a composite representing
the Nth highest value of your indicator on each day. If you're using that by
itself, just checking whether a given stock's indicator value is that or above
tells you if it's in the top N.
<SPAN
class=705525611-18062004>
<SPAN
class=705525611-18062004>But say you bought the 20 stocks with the highest
turnover today, and held each one until a custom AFL stop was hit. Some time
after that buy, when 3 stocks hit their sell triggers, you need to replace
them. You don't need the top 20 stocks this time, you need the top 3, since
that's all the position slots you have available.
<SPAN
class=705525611-18062004>
<SPAN
class=705525611-18062004>My guess is that this just isn't possible using AB in
its current form. Most things are though (:-).
<SPAN
class=705525611-18062004>
<SPAN
class=705525611-18062004>Dave
<BLOCKQUOTE
>BTW
Dave, I have been looking for a simpler way to finding the top Nstocks
using AFL. I am currently using the Osaka plug-in, the code I'musing with
it is in message 50457.Cheers Glenn
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