Hello, Yes you can. And what you should REALLY DO is to READ THE MANUAL: http://www.amibroker.com/guide/h_portfolio.html
It describes exactly what you are asking here. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "alui_98" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Thursday, January 18, 2007 6:00 PM Subject: [amibroker] Can I implementing "ranking" algorithm inside a backtest? > 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 > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > >
