[amibroker] Can I recreate multivariate cross sectional ranking models in AB?

[Nick de Peyster]

I have this model that I would like to recreate, if possible, in AB.
 
Imagine several different measures (e.g., ROC, RSI, whatever) for a groups of 
stocks.  Each day I calculate the different measures for each stock.
 
I then want to combine the factors.  I do it this way:
 
1. For each date, I isolate the stocks for which I have measures for that date 
alone.