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Greetings everyone. I'm a noob here and was a liberal arts major in a former life, so sometimes you_have_to_speak_very_slowly...
I'm trying to rank stocks...for example...
X% above a moving average gets 1 point per percent above.
X% positive change over the last X weeks gets 1 point per X% change.
An RSI2 between 50 and 55 gets 1 point, 55-60 gets two points, etc...
so that with each requirement, a stock could have a maximum number of points, so that when all the points are added through each requirement, I have a score, and the score is used to rank that stock relative to other stocks.
I'm assuming this is pretty basic stuff, but I have no idea how to code it so that AB keeps a running calculation of the scores and rank.
I'm also assuming that once I have the ranks, that I can use MaxPositions option with PositionScore to backtest a number of stocks that meet a minimum rank requirement?
Thanks very much for any help with this!
Wood
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