665
edits
Changes
MyIndicator= (R - AvgReturn ) / Sdev
end;
{Retrieve MyIndicator Rank. Rank is from 1 to 500 since our universe is 500 Stocks}
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.</syntaxhighlight>