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

["gmorlosky" <gmorlosky@xxxxxxxxx>]

So that would buy the top least worst stocks in a falling 
market...Hmmm... How can I formulate the rotational method to avoid 
this situation and preface it with IF any in the selection is worth 
buying then take the top 5..thanks

--- In amibroker@xxxxxxxxxxxxxxx, "Ron Rowland" <rowland@xxx> wrote:
>
> 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@> 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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