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[amibroker] Can AmiBroker do this?



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Dear Users,

I want to be able to rank the stocks according to two or three custom criteria and then be able to place a trade if some stock from the portfolio is in the top 5 % of both rankings simultaneously.

Example:

Rank1= % change from 5 days ago
Rank2=% change from today's opening 

If the stock is in the upper 5% of Rank1 AND upper 5% of Rank2 then buy(sell).
I would like to backtest this on portfolio of 100 stocks.

I went through the information on site and forums and understand the PositionScore variable that is used in Rotational mode backtest. I am not sure that it can facilitate this kind of system.

Can you please let me know if AB is able to do this or even better point me in the direction where this kind of ranking is discussed?

Thank you in advance for any help in this matter. 

All the best,

Michal Kecera




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