Find the best performing stocks by price
Author: Carloseta
Creation Date: 5/4/2010 10:11 AM
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Carloseta

#1
Am I peeking?

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Eugene

#2
Of course, it makes little sense assigning a priority to past positions when creating a new one - the "worst case priority" block should be moved out of the trading loop.

Also, I cleared the rule wizard's unneccessary verbosity when dealing with multi-position systems:
CODE:
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Carloseta

#3
I'm trying to look back 119 bars and find the best performing stocks by price, Then buy them with the priority being the highest return for that period. What is it actually doing?
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Eugene

#4
Oh, didn't notice you've removed the minus sign from the familiar "worst case priority" pattern. Whatever the code was doing, it was in la la land.

I've corrected my version above so that it actually buys with "the priority being the highest return for that period" - using the ROC indicator.