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there was a code put together by a poster DT who unfortunately does
not visit us anymore. This code originally provided the top% of a list
of stocks meeting certain criteria. eg top 10% with highest RSI or
such.
I modified the code slightly to be of use to me, by making it more
flexible in the stock list you select. it was originally written for
just 100 stocks list.
This may help you in how to do what you want. As I said this is not my
original work, I jsut updated it slightly
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
//To select the top10 LastValue(RSI()) stocks of the N100 database AND
see their performance in a trading system,
//explore the database for all quotations with
// modified updated GJK 02 Aug 05
// top10 Exploration and Application
function select( listnum )
{
global Count;
Count = 0;
list = GetCategorySymbols( categoryWatchlist, listnum );
Rank = 0;
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
Count = Count+1;
C1 = Foreign( sym, "C" );
f = LastValue(RSIa(C1,14));
Rank[BarCount-1-i] = f[i];
}
return Rank ;
}
No = 23;// replace 254 with your GroupNo
//R = Select(No);
H0 = Select(No);
L1 = LastValue(Cum(1));
N = Count;// the population of the database
TOP = 5;// the topX calibration
for(K=1;K<=TOP;K++)
{
H1 = LastValue( HHV(H0, n) );
BAR1 = LastValue( ( ValueWhen( H0==H1, Cum(1)-1 ) ) );
H0[BAR1] = -10;
}
ORD = L1-Cum(1);
// The trading system
Buy = Cross( StochD(), 30 );
Sell = Cross( StochD(), 70 );
E = LastValue( Equity(1,0) );
Filter = H0==-10 AND ORD==Status("STOCKNUM");
AddColumn(E,"E");
AddColumn(Count,"count",1);
//The procedure is slower [because of the use of the
GetCategorySymbols() function].
//for the 101 stocks with the 922 data [since Jan2000] loaded, a
PIII/800 needs 16sec .
//###########################################################################################
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