[amibroker] Re: how to do back test purchase based on a sorted rank array

["Ron Rowland" <rowland@xxxxxxxx>]

In the Rotational Mode it would be:

SetOption("MaxOpenPositions", 5);        // 5 positions
SetPositionSize(20, spsPercentOfEquity); // at 20% each
PositionScore = RSI(14);    // Always be in top 5 based on RSI


Note: this is not a complete stand-alone AFL routine.

--- In amibroker@xxxxxxxxxxxxxxx, "googool123123" <bfallahi@xxx> wrote:
>
> Hi,
> can anyone please guide me to hgow I can write a backtest to purchase 
> the top 5 of a list based on a certain criteria.
> 
> For example if we sort a group based on RSI(14), how can we purchase 
> the first 5?
> 
> any help is appreciated.
> 
> if someone knows code that already does this, it would be great.
>



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