I'm fairly new to AmiBroker. I want to create a rotational system but instead of the rotational score for each stock in the symbol/watch list being independent, the score would be based on the ranking of the stock relative to the other stocks being tested at the same time. As a trivial example, I might want to rank 15 stocks 1-15 each Friday at the close on both return last week and return this week. Then average the two ranks and buy the top or bottom 5 stocks, depending on whether I'm trading momentum or swings.
My problem is that the rotational trading mode doesn't appear to allow access to the stocks other than the one currently being scored. Maybe I could do this using the normal (non-rotational) mode, but then I'd need to find out how to iterate over the stocks in the active symbol filter and run the ranking calculations without hardcoding the tickers in the AFL.
