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Hello,
It's been a while since I've done some AFL and I'm just getting back
into system building again. So I'm a bit rusty ;)
I'm trying to build a system that ranks all stocks based on a certain
position score. At the first trading day of every month, I want to
rebalance the portfolio by making sure that I'm holding the top 5
stocks based on this score.
How would I accomplish such a thing ?
I know how to calculate the score and how to determine the beginning
of the month but how do I:
- determine the top 5 for that day
- determine if the stocks I'm currently holding are in these top 5
- if what I'm holding is not in these top 5 then sell whatever is not
in the top 5 and buy the highest ranking stock(s) from these top 5 to
bring my portfolio size back up to 5 stocks
I'm drowning in valuewhen, cum, and sum so any tips would be much
appreciated.
Thanks,
HB
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