Re: [amibroker] Backtest - Select stocks from top sectors

[JIM WIEHE <jim_wiehe@xxxxxxxxx>]

Strange, I'm working on something similar and cant
seem to come up with a solution.  I would like to
screen sector/industry composites while conducting an
exploration on individual tickers.  I have written the
Kaveman from Perth for guidance, in the meanwhile my
approach will be the brute force method of multiple
afls.  The method is going to be clumsy and time
consuming but it will get the job done.  I hope
someone posts a solution to our obstacle! 

Good luck
--- Ara Kaloustian <ara1@xxxxxxxxxx> wrote:

> Am having problems visualizing how to select stocks
> from top 3 sectors for backtesting. 
> 
> I found the sorting code that dingo referred to
> earlier... but by itself does not seem enough.
> Somehow it seems I need to have an intermediate
> buffer for holding the sector IDs or some similar
> scheme.
> 
> Rotational testing does not provide adequate
> flexibility.
> 
> Position score could select the top one sector
> value, but not the ID of the sector, which is what I
> think I need (for top 3 sectors) 
> 
> I don't see how I can limit the universe of stocks
> to the top 3 sectors, so I can select from those
> stocks based on some indicator.
> 
> Appreciate any thoughts
> 
> Ara



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