Hi, I think it is possible, but you would have to re-run your scan every morning to adjust your Sharpe Ratio list. There was a long thread about the best 500 stocks as related to how close they are to their 52 weeks high and this might interest you.
Best of luck, Louis 2008/7/22 Boris Kanevsky <[EMAIL PROTECTED]>: > Dear All, > > I am trying to create watch list of stocks with "Sharpe ratio" > 1.00. > This benchmark would be generate for individual stock, back tasting > for the same time period using "buy" and "sell" conditions. > > Is it possible to create such a benchmark in Amibroker? > >
