Hi. Any ideas on how I would create a sim Buy rule that has a minimum rank number for a (summation) rank node that I use in the sim’s ranking system. As an example, if I have summation rank in the ranking system that has 20 sub nodes, I would like to have a Buy rule that only buys the stocks that pass 18 of the 20 sub nodes. (It is a Piotroski-like selection system.) I looked at using Rating but I don’t think I can use Rating when the ranking system has more than just the summation node in it. I am using other valuation factors/formulas with this summation node as well.
Another example would be that I had say 5 Composite rank nodes in a ranking system and I wanted to insure that the top 95% of one of the nodes was bought. I don’t care about the ranking for the other composite nodes (they can be whatever they are). Thanks.
David,
How about creating a separate ranking system of just the composite node and then use Rating with the new ranking system.
Thanks Denny. I had done that already but thought there was another command that would make it more elegant…I thought I had seen it somewhere…