An Alternative to using #previous for backtesting?

Hello, I have been using the FOrder function with #previous as my list in order to filter down stocks in the screen based on the ones that were already pulled… however, it doesn’t work when i go to backtest… is there another way to approach this? Here’s an example of what I did:

FOrder(“Pr13W%Chg”,#previous,#desc, true) <= 10
FOrder(“Pr4W%Chg”,#previous,#desc,true) <= 5

works great for screening, but unable to work with backtest

The #previous scope cannot be used in Ranking Systems and Portfolios. I understand that, since stocks are screened in series within Portfolios, there is logically no previous scope to call upon.

An alternative is to do all the screening that requires the #previous in the Portfolio’s Universe, and then do your cross-sectional operations within the #Universe scope. While not ideal for iterative ranking, it’s what we got.