Yes something like this is possible. Look in the reference guide / manual for "PositionScore" keyword. You can set this equal to ROC and it will always take the one with the highest ROC.
You might also investigate the rotational trading mode. --- In [email protected], Franca Zelbù <fz...@...> wrote: > > I want buy and sell securities with one afl formula.. > Something like "buy the security with the best ROC of the previous day". > Is it possible with amibroker? >
