Annie Oakley tale outshines other new novels; The Secret Annie Oakley, by Marcy Heidish. New York: New American Library. 233 pp. $14.95.

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This Family of Women, by Richard Peck. New York: Delacorte Press. 393 pp. $14. 95. Madselin, by Norah Lofts. New York: Doubleday & Co. 209 pp. $13.95. Impressionist, by Joan King. New York: Beaufort Books. 320 pp. $15.95.

The protagonists of these four novels are all intelligent, strong-willed achievers - and women. But their appeal is not limited to the distaff side, because Annie Oakley and Mary Cassatt, as well as their wholly fictional sisters , each excelled in a man's world.

Before reading The Secret Annie Oakley, I hadn't given this world-famous lady sharpshooter of Buffalo Bill's Wild West Show a minute's thought. But writer Marcy Heidish weaves the historical facts into a novel so moving that there will be many times in the years to come that I'll take pleasure in remembering that stouthearted woman. ''Annie Oakley'' hits the bull's-eye every time.

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The story opens in 1905 with Annie and her husband holed up in a hotel room to avoid Pinkerton detectives hired by William Randolph Hearst, the newspaper magnate. Annie had sued Hearst for libel. She wanted $50,000, and he was out to find something on her.

Miss Heidish uses this lull in Annie's career to tell us the story of her unhappy childhood in lengthy flashbacks. Her past is buried deep, but at the prompting of her husband of 28 years, she finally opens a trunkful of memories. It is a past so dark and hateful to her that she has spent the intervening years literally erasing her maiden name from tombstones, Bible records, and legal documents in an effort to rid herself of the black memories it holds for her.

When Annie is 6, her father passes on suddenly. Soon after, her beloved sister, Maryjane, is also gone. Annie is bereft, without the two people who cared for her the most. Her mother, out of the need to make a living, is absent from home for long spells, working as a nurse in the countryside, giving others the tender caresses and kind words that she never gives to Annie.

At 8, Annie is sent to the Darke County Infirmary, because she is an unruly child. There she works all day, sewing gray gowns for the inmates and emptying chamber pots. Finally she is ''rescued'' by an educated family man whose mercurial moods result in frequent beatings. Eventually she flees back to the infirmary. Yet for three years her mother doesn't even visit her, and Annie is without hope.

When Annie is finally called home to stay, she makes a discovery: ''I hardly recognized any of them. I'd thought of them all so much younger. . . . And that's when it started to come to me, you know, how much time had passed, how long I'd been away. . . .''

Annie eventually finds peace, walking in the fields and returning to her favorite pursuit - sharpshooting. At age 15, she meets Frank, a fellow sharpshooter, and Cupid's arrow is as sure of its mark as they are of theirs. The author describes the sweetness of their courtship in these lines:

''The afternoon sun lay on the arms of the sofa like lace; around us the house creaked and forked like a tree, holding us there on that bough, and didn't we sway a little, and didn't we look down, and didn't we wonder how to move closer without losing our perch.''

Frank and Annie would probably have used plainer words, since neither was educated, but the author writes so convincingly that you're certain their feelings would have been the same. With the help of her husband, Annie was able to ''let the past sleep'' at last.

Miss Heidish is author of two other fine novels, ''A Woman Called Moses'' and ''Witnesses.''

In This Family of Women, Richard Peck gives us portraits of five strong characters in a story that progresses from the tough life of a prospector's wife during the California gold rush of the 1850s to the glamorous life of an acclaimed actress mingling with high society in Europe just before the outbreak of World War II. The excellent, tight writing (''Their conversation was like their quilts, faded remnants worked into wondrous new patterns.'') and the believable cast make this novel stand apart from the scores of other multigenerational family sagas recently off the presses.

Norah Lofts, author of Madselin, whips up novels as quickly as an instant jello - and with the same result: They are easily digested, but not filling. This latest release is light summer fare that gives us a taste of life during the Norman Conquest of England in 1066 - a time when houses were dark and dank, food was hard to come by and dull, and most everything was gained, as a later Englishman would say, by ''blood, toil, tears, and sweat.''

Joan King's book, Impressionist, gives us a lively look at Mary Cassatt, the famous American artist. She was a radical of her time. While most young ladies in mid-19th-century Philadelphia dabbled in drawing or in watercolors at finishing school, Mary went abroad to study painting seriously. While most young women married, she remained single, devoted above all to her art. And while many of her fellow Impressionists lived in poverty, from early on she was able to support herself from the sale of her works. ''Impressionist'' paints a vivid picture of this woman, whose work still seems fresh and full of feeling today.

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