If you are looking at price change only as a measure of performance, you can look up ROC in the user manual and use ROC(C, 15) on a daily chart and sort them from the AA results window.
Hope this helps, Kar --- In [email protected], "samu_trading" <[EMAIL PROTECTED]> wrote: > > How could I code this for backtesting in AB? > > Buy on Friday the ticker symbol with the best performance of the last > 15 trading days. > > Sell 5 weeks later > > > Thanks, Samantha >
