Amibroker

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// watchlist should contain all symbols included in the test
wlnum = GetOption( "FilterIncludeWatchlist" );
List = CategoryGetSymbols( categoryWatchlist, wlnum ) ;

if( Status( "stocknum" ) == 0 )
{
    // cleanup variables created in previous runs (if any)
    StaticVarRemove( "rank*" );
    StaticVarRemove( "values*" );
    categoryList = ",";

    for( n = 0; ( Symbol = StrExtract( List, n ) )  != "";  n++ )
    {
        SetForeign( symbol );

        // use sectors for ranking
        category = sectorID();

        // add sector to the list
        if( ! StrFind( categoryList, "," + category + "," ) ) categoryList += NumToStr( category, 1, 0 ) + ",";

        // write our ranking criteria to a variable
        // in this example we will use 10-bar rate-of-change
        values = C;
      
        RestorePriceArrays();

        // write ranked values to a static variable
        StaticVarSet( "values" + category + "_" + symbol, values );

    }

    // generate separate ranks for each category from the list
    for( i = 1; ( category = StrExtract( categoryList, i ) ) != ""; i++ )
    {
        StaticVarGenerateRanks( "rank", "values" + category + "_", 0, 1224 ) ;     

    }
}

CategoryAddSymbol( "", categoryWatchlist, 3 );

category = sectorID();
symbol = Name();
m = Month();

values = StaticVarGet( "values" + category + "_" + symbol );
rank = StaticVarGet( "rank" + "values" + category + "_" + symbol );

// exploration code for verification
AddColumn( values, "values" );
AddColumn( rank, "rank" );
Filter = rank <= 200;

if( Status( "Action" ) == actionExplore )
SetSortColumns( 3 );

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 List=CategoryGetSymbols(categoryAll,0);


 if ( Status("stocknum") == 0 ) // GENERATE RANKING WHEN WE ARE ON VERY FIRST SYMBOL
{
StaticVarRemove( "values*" );

for ( n = 0; ( Symbol = StrExtract( List, n ) ) != ""; n++ )
 
   {
      SetForeign( symbol );
      Values = LastValue (C);
      RestorePriceArrays();
      StaticVarSet( "values" + symbol, Values );
    }

// perform ranking
StaticVarGenerateRanks( "rank", "values", 0, 1224 );

}

CategoryAddSymbol("",categoryWatchlist,3);

symbol = Name();

values = StaticVarGet ( "values" +  symbol );
rank = StaticVarGet ( "rankvalues" +  symbol );

AddColumn ( values, "values" );
AddColumn ( rank, "rank" );


Filter = 1;

SetSortColumns( 3 );