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[amibroker] Re: The top5 of an exploration



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Jerome,
thank you for the interesting reply.
See comments below

--- In amibroker@xxxxxxxxxxxxxxx, "Silvarius" <silvarius@xxxx> wrote:
> Hello Dimitri,
> 
> Why do you need this transformation vertical/horizontal ? Once you 
have the
> result of your exploration stored in "~rankY" ticker, 

but, the "~RankY" *is* the tsansformation 

>it seems simpler to
> sort out the top five through a "for" loop. 

Is it possible to be more specific with some code?

>And if you want to store these
> top five for further use in AB, you can put them in the five last 
bars of a
> new ticker.

How?
> 
> Best regards, Jerome ULRICH
>   -----Message d'origine-----
>   De : Dimitris Tsokakis [mailto:TSOKAKIS@x...]
>   Envoye : jeudi 24 avril 2003 09:16
>   A : amibroker@xxxxxxxxxxxxxxx
>   Objet : [amibroker] The top5 of an exploration
> 
> 
>   1. The VHTr transformation
>   To Explore N100 for the last RSI, select the top5 and see their
> performance to a trading system,
>   run first in AA for all stocks, all quotations the
> 
>   // VHTr, Vertical to horizontal transformation, by D. Tsokakis, 
Apr 2003
>   x=Status("stocknum");
>   y=LastValue(RSI());z=LastValue(Cum(1))-x;
>   Ry=AddToComposite(IIf(z==Cum(1),y,-1e10),"~RankY","C");
>   Buy=0;
>   Filter=1;
>   AddColumn(Y,"INDICATOR",1.3);
>   AddColumn(x,"STOCKNUM",1.0);
> 
>   An atificial ticker "~RankY" is just created. It is a bit 
peculiar, it has
> values for the last 101 bars only.
>   [My N100 database has 101 names, the 100 stocks plus the index 
^NDX
> itself]
>   From left to right, each bar of the new array is equal to the 
exploration
> result. The 1st is YHOO, the last is ^NDX,
>   exactly inversed from the alphabetic sorting in my Symbol tree. 
But, this
> ticker is a normal array and accepts any
>   array treatment. For example, we may find the top5 values.
>   Suppose, for the simplicity, that there are no equal values* and 
paste in
> IB the
> 
>   H0=Foreign("~RankY","C");
>   L1=LastValue(Cum(1));
>   n=101;// the population of the database
>   H1=LastValue(HHV(H0,n));
>   BAR1=LastValue((ValueWhen(H0==H1,Cum(1))));
>   H2=LastValue(HHV(IIf(H0<H1 ,H0,0),n));
>   BAR2=LastValue((ValueWhen(H0==H2 ,Cum(1))));
>   H3=LastValue(HHV(IIf(H0<H1 AND H0<H2,H0,0),n));
>   BAR3=LastValue((ValueWhen(H0==H3 ,Cum(1))));
>   H4=LastValue(HHV(IIf(H0<H1 AND H0<H2 AND H0<H3,H0,0),n));
>   BAR4=LastValue((ValueWhen(H0==H4 ,Cum(1))));
>   H5=LastValue(HHV(IIf(H0<H1 AND H0<H2 AND H0<H3 AND 
H0<H4,H0,0),n));
>   BAR5=LastValue((ValueWhen(H0==H5 ,Cum(1))));
>   COLOR=IIf(H0==H1 OR H0==H2 OR H0==H3 OR H0==H4 OR H0==H5,7,1);
>   Plot(H0,"",COLOR,2);GraphXSpace=3;
>   Title= "[ NUM1="+WriteVal(L1-BAR1,1.0)+",H1="+WriteVal(H1,1.2)
+"]"+
>   "[ NUM2="+WriteVal(L1-BAR2,1.0)+",H2="+WriteVal(H2,1.2)+"]"+
>   "[ NUM3="+WriteVal(L1-BAR3,1.0)+",H3="+WriteVal(H3,1.2)+"]"+
>   "[ NUM4="+WriteVal(L1-BAR4,1.0)+",H4="+WriteVal(H4,1.2)+"]"+
>   "[ NUM5="+WriteVal(L1-BAR5,1.0)+",H5="+WriteVal(H5,1.2)+"]";
> 
>   The top5 values are paited yellow and, in the title, you read 5 
pairs
> [STOCKNUM,RSI]
>   The #14 [ BRCD ] is the champion with RSI=77.43 and the top5 is
>   BRCD, ICOS, SPOT, PCAR, BRCM
>   We read in IB title the results of the exploration [all stocks, 
n=1 last
> quotations] of VHTr.
>   2. The use of the VHTr transformation
>   Explore now all stocks, n=1 last quotations with the
> 
>   X=Status("STOCKNUM");
>   H0=Foreign("~RankY","C");L1=LastValue(Cum(1));
>   n=101;
>   H1=LastValue(HHV(H0,n));
>   BAR1=LastValue((ValueWhen(H0==H1,Cum(1))));
>   H2=LastValue(HHV(IIf(H0<H1 ,H0,0),n));
>   BAR2=LastValue((ValueWhen(H0==H2 ,Cum(1))));
>   H3=LastValue(HHV(IIf(H0<H1 AND H0<H2,H0,0),n));
>   BAR3=LastValue((ValueWhen(H0==H3 ,Cum(1))));
>   H4=LastValue(HHV(IIf(H0<H1 AND H0<H2 AND H0<H3,H0,0),n));
>   BAR4=LastValue((ValueWhen(H0==H4 ,Cum(1))));
>   H5=LastValue(HHV(IIf(H0<H1 AND H0<H2 AND H0<H3 AND 
H0<H4,H0,0),n));
>   BAR5=LastValue((ValueWhen(H0==H5 ,Cum(1))));
>   Cond=X==L1-bar1 OR X==L1-bar2 OR X==L1-bar3 OR X==L1-bar4 OR 
X==L1-bar5;
>   Buy=Cross(RSI(),35);Sell=Cross(RSI(),65);// THE TRADING SYSTEM
>   e=LastValue(Equity());
>   Filter=COND;
>   AddColumn(X,"STOCKNUM",1.0);
>   AddColumn(E,"EQUITY");
> 
>   You will see the final equity value for the top5 stocks.
>   Dimitris Tsokakis
>   *another set will be posted to treat the possibility of equal 
values in
> the result list.
> 
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