I believe using a for cycle for first ranking and positionscore for second is much easier unless you are ranking several names.
paolo --- In [email protected], "bgplmirror" <bgpl.mir...@...> wrote: > > Greetings, > I use AB quite a bit, but now am trying to use this for some additional > systems currently running in wealth-lab. > Is there a simple way to handle two factor models where for example, i want > to first rank n stocks using a first factor (same as the positionscore in > AB), pick the top n, and use a second factor to rank the top m (out of the > top n). > I can see that I could potentially do it using > (a) positionscore to do the first sort and rank > (b) the custom backtester and writing a sort among the top-n positions with > the second factor to get the new top-m. To do this, I have to probably use > static variables to keep track of the new sorted rank (second sort). > However, before embarking on this exercise, I wanted to throw it out to the > users on this forums to see if you have this problem, or seen solutions etc., > I spent some time going over the past posts, but could not find something > like this. > > regards > bgpl >
