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Ara Kaloustian wrote:
> Is there a way of sorting / ranking variables?
>
> I don't want to use rotational trading system. Not flexible enough.
>
> Want to develop trading system based on sector performance, so need to identify top 3 sectors and then select stocks from within those top sectors.
>
> Thanks
>
> ara
Ara,
You can still use the PositionScore variable in systems that don't use
rotational trading.
sector_sym = "~" + CategoryGetName( categorySector, SectorID() );
sector = Foreign( sector_sym, "C" );
sector_rsi = Ref( RSIa(sector, RSI_length), 0 );
PositionScore = sector_rsi;
This naturally relies on creating sector composites first.
I'm not sure how to precisely what you want (top 3) in native AFL. I
actually do some similar things, but I use the MS SQL database as an
intermediary, and with SQL, you can perform all sorts of exotic queries
and sorts.
Regards,
Matt
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