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Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 19/01/07, alui_98 <alui_98@xxxxxxxxx> wrote:
> Suppose I have the following system:
>
> Buy = Cross(C, MA(C, 50));
>
> Obviously, the above would generate many candidates (more than what my
> equitiy can afford). Now suppose I only want the top 3 with the
> highest beta (or any other metrics) on any given date. How can I do
> this within my backtest? Right now, I think AB, by default, "ranks"
> alphabetically until all the equity is exhausted. I'd like to
> customize this default "ranking" scheme.
>
> Thanks,
> -Alex
>
>
>
>
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