[amibroker] Backtesting a ranking system

["googool123123" <bfallahi@xxxxxxxxx>]

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])
             }
          }
}






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