[amibroker] Apply Buy and Short signals to ranked symbols in watchlist

["slipthruthecracks" <slipthruthecracks@xxxxxxxxx>]

I have a system that applies signals generated by a series of rules to
a given symbol. Since I am using this rules bases system of entry for
buys and shorts I can't test across a relative strength watchlist with
rotational testing.

Is there a way I can generate my entry signals and then buy or short
the weakest or strongest symbol in a watchlist on that entry and then
run the backtester and see the portfolio results?

I think pseudo code would be something like this:

get watchlist symbols;
create rel strength scores for each symbol in watchlist;
create ranking arrays for strongest and weakest each period;
create buy and short signals;
apply buy signals to strongest ranked symbol;
apply short signal to weakest ranked symbol;
view portfolio results;

Does this sound right?

STtC



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