[amibroker] how to trade only top percentile items under multiple criiteria

["loveyourenemynow" <loveyourenemynow@xxxxxxxx>]

Happy 2008 to everyone!!

Let's say I want to only trade stocks in the top 50% under 3 different 
criteria ( volume , price and RSI for example) on any given day.
I other words I backtest at portfolio level a given strategy and I then
want to see cross-sectional selection effects under different ranking
at the same time.
Position score would partially achieve the goal (it doesn't give
direct control over the percentile rank a far as I understand, since
it is constrained only by number of max position an funds, while the
number of signals is not fixed, so the top 50% could correspond to
different numbers on different days).

I was thinking of creating a multidimensional array for each bar and
sort it by different raws/columns values but it would be rather long
and slow I suppose.

I would also need the number of raw signals on any given day.Can it be
obtained without looping through the signal list, and counting?


Any suggestion?

Thanks

Ly




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