RE: [amibroker] Ranking stocks? possible to create filter with AFL?

["Dave Merrill" <dmerrill@xxxxxxx>]

You probably know this, but the easiest way to do something similar, but not
the same, is to use your criteria #1 as the PositionScore for a system
trading according to criteria #2. Not the same, but supported by native AFL
and easy to do.

Outside of that, you probably need to use the sort function of the Osaka
plugin to rank all the tickers in your test universe, separately for each
bar, then look in the top N tickers for signals. It'll be somewhat slow for
a lot of tickers, but it should be doable.

I wish there was an easier way to do things like this directly in AFL, but
as far as I know, this is the state of the art.

Dave Merrill
  I want to do a 2 part scan/exploration that:

    1. rank the stocks according to some criteria. e.g. this might be
  how high the volatility is, then select the top 10 or 20 stocks on
  this ranking.

    2. use another criteria (e.g. new highs, or ma crossovers, or
  pullbacks to ma) to look for entries in the stocks from part 1.


  Any idea how to do this? is there a way to create/edit a filter using
  AFL? Or if can write the results to a file, can I then check each
  stock to see if it occurs in that file? (similar to "vlookup" in
  Excel).

  Clearly I can do this manually, by getting the results and manually
  creating a filter, but this isn't very practical if doing a lot of
  different scans.

  thanks in advance,
  Chris


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