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GS
2012-10-25 14:03:20
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Hi,
I have following statement in my trading system to rank the stocks(I want to rank with stock having highest turnover i.e. close*wma(volume, 10):
SetSimLongRank(-close*wma(volume, 10));
Here should I use "-" for descending order?
In order to make sure that I have identical approach, in my screener if I use the following filter, will it be appropriate?
bos = comp(-close*wma(volume,10), "rank", 1, (buy or short)) ==1;
filter = bos;
Here I want to make sure that I have stocks with highest turnover.
Or whatever I have written above is true for identifying stocks with the lowest turnover?
Regards
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