Suppose I have the following system: Buy = Cross(C, MA(C, 50));
Obviously, the above would generate many candidates (more than what my equitiy can afford). Now suppose I only want the top 3 with the highest beta (or any other metrics) on any given date. How can I do this within my backtest? Right now, I think AB, by default, "ranks" alphabetically until all the equity is exhausted. I'd like to customize this default "ranking" scheme. Thanks, -Alex
