Thank you for your suggestion. Is it not possible to do thin in regular mode
I am looking for examples of sorting tickers based on ranks, and navigating rank-sorted array any suggestions is much appreciated --- In [email protected], "droskill" <drosk...@...> wrote: > > Amibroker has a unique backtesting mode for system such as this called > Rotational - plenty of examples on this board if you do a search. > > --- In [email protected], "googool123123" <bfallahi@> wrote: > > > > Hi, > > > > I would like to write a simple backtest that would rank a watchlist > > based on a certain criteria and buys any neww addition at the end of the > > month and sells any one that goes out of previous top 5, can someone > > please help me to the right direction? Thanks > > > > something like this pseudo code assuming RSI is used for ranking > > > > maxPositions = 5 > > minPositions = 5 > > > > stockArray = rankRSI(watchList) > > rankArray = sort(stockArray) > > > > if( now is endOfMonth) > > { > > for i = rankArray[0] to rankArray[4] > > { > > if(rankArray[i] not in openPositionsArray > > { > > buy rankArray[i] > > openPositionsArray.add(rankArray[i]) > > } > > } > > > > > > for i = openPositionsArray[openPositionsArray.length] to > > openPositionsArray[0] > > { > > if(openPositionsArray[i] is not in rankArray[0] to > > rankArray[4] > > { > > sell(openPositionsArray) > > openPositionsArray.remove[openPositionsArray[i]) > > } > > } > > } > > >
