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MyIndicator= (R - AvgReturn ) / Sdev | MyIndicator= (R - AvgReturn ) / Sdev | ||
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{Retrieve MyIndicator Rank. Rank is from 1 to 500 since our universe is 500 Stocks} | {Retrieve MyIndicator Rank. Rank is from 1 to 500 since our universe is 500 Stocks} | ||
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The above is a classic case of Stocks Relative Performance Trading | The above is a classic case of Stocks Relative Performance Trading | ||
MyIndicator should be generic, meaning that the user should be able to change this Ranking Indicator as he wishes. Another Example of Ranking Indicator might be MyIndicator = ADX of data2; Then allow trading only in those stocks that have the highest ADX. | MyIndicator should be generic, meaning that the user should be able to change this Ranking Indicator as he wishes. Another Example of Ranking Indicator might be MyIndicator = ADX of data2; Then allow trading only in those stocks that have the highest ADX.</syntaxhighlight> | ||