StockFetcher Forums · General Discussion · Rank Stocks in a List for Backtesting Purposes<< >>Post Follow-up
BrysonWest
3 posts
msg #51160
Ignore BrysonWest
4/16/2007 3:22:10 PM

Hi all,

I'm trying to create a backtesting strategy. I want to buy only those stocks that are in the top two positions in a ranked list of stocks I've created. The list comes from a watch list I have of my favorite stocks, and then ranks the stocks by their performance over the last year. I control entry in my backtesting by allowing only two open positions at a time. I sort by my calculated returns and then Stockfetcher, by default, buys the top two.

Does anyone know how I can create an exit filter to sell a stock when it is no longer in the top two in that same sorted list?

many thanks
Ellen


StockFetcher Forums · General Discussion · Rank Stocks in a List for Backtesting Purposes<< >>Post Follow-up

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