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Thank you for your suggestion.
Is it not possible to do thin in regular mode
I am looking for examples of sorting tickers based on ranks, and navigating rank-sorted array
any suggestions is much appreciated
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Amibroker has a unique backtesting mode for system such as this called Rotational - plenty of examples on this board if you do a search.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "googool123123" <bfallahi@> wrote:
> >
> > Hi,
> >
> > I would like to write a simple backtest that would rank a watchlist
> > based on a certain criteria and buys any neww addition at the end of the
> > month and sells any one that goes out of previous top 5, can someone
> > please help me to the right direction? Thanks
> >
> > something like this pseudo code assuming RSI is used for ranking
> >
> > maxPositions = 5
> > minPositions = 5
> >
> > stockArray = rankRSI(watchList)
> > rankArray = sort(stockArray)
> >
> > if( now is endOfMonth)
> > {
> > for i = rankArray[0] to rankArray[4]
> > {
> > if(rankArray[i] not in openPositionsArray
> > {
> > buy rankArray[i]
> > openPositionsArray.add(rankArray[i])
> > }
> > }
> >
> >
> > for i = openPositionsArray[openPositionsArray.length] to
> > openPositionsArray[0]
> > {
> > if(openPositionsArray[i] is not in rankArray[0] to
> > rankArray[4]
> > {
> > sell(openPositionsArray)
> > openPositionsArray.remove[openPositionsArray[i])
> > }
> > }
> > }
> >
>
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