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Portfolio Trader Strategy Examples
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14:24, 29 September 2014
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{Retrieve MyIndicator Rank. Rank is from 1 to 500 since our universe is 500 Stocks}
If Rank<=10 then Buy 200 contracts next bar at O; {Go Long the best 10 stocks}
Else If Rank>=490 then SellShort 200 contracts next bar at O; {Go Short the
Worse
worse
10 stocks}</syntaxhighlight>
The above is a classic case of Stocks Relative Performance Trading
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