Is there a way for a backtesting procedure to find the stocks in a dataset that outperformed the others in the dataset, percentage-wise?

In other words, the procedure would pick, say, the three stocks whose prices rose the most, percentage-wise, the previous day.

It's easy to have a program pick all stocks that rose, say, 6%. But some days no stocks would qualify while on other days far too many would match the criteria. What I'm looking for is a coding procedure that would pick the, say, 3 top performing stocks, regardless of the level of performance. One day the best performers would be up 10%, and on another they might be up less than 1%, etc.

Yes, take a look at "RSI Rotation" in the WLP5's Symbol Rotation folder.

Then, apply what's suggested in the Wealth-Lab 5 Wiki FAQ at:

FAQ | Strategies and WealthScript > (scroll down to)
"I need other rotation rule other than the built-in RSI"

ROC.Series is what you need.

Please tell me where I can find WLP5's Symbol Rotation folder. Thanks.

I found the symbol rotation folder. Sorry for the last post.