[amibroker] Please help with sector then stock afl

["bean_pi314" <gkjw@xxxxxxx>]

Hello:

I have been trying to figure out how to write an AFL to backtest a method that (1) selects the strongest sector based on RS or a similar metric and then (2) select the strongest stock within the strongest sector.

I think sector proxies may be created using addtocomposite().  However, I'm not sure how to then rank just the sectors.  Worse, once this is done I have no idea how to accomplish step (2), picking the strongest stock within that sector, using AFL.

pseudo code might look something like:

//select the strongest sector
for i = 1 to N_Sector
 if sector is strongest over past week then
 strongest_sector = sector(i)
next i

//select the strongest stock within strongest sector
for j = 1 to N_Stocks_in_Sector(i)
   if stock is strongest over past week then
   strongest_stock = stock(j)
next j

buy strongest stock in strongest sector (stock(j))

Is it possible to write these types of loops in AFL (for backtesting)?  If so, is it possible to have logic based on a sector attribute?

Any help or example code to point me in the right direction would be greatly appreciated.

Many thanks!
Greg





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