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Hello,
Has anyone performed calculations of RS Rank using AB, such as the
one that IBD provides? Although IBD's formula is secret, lets say
that if I define the gain to be simply "ROC(C, 200)", how do I go
about ranking the security against all other securities in the DB?
I'm new to AB, so my thought process here could be a bit off.
Wondering if anyone can think of a better way to do this than
following -
1. Grab a list of all stocks in the DB, either thru automation
interface or by reading a file.
2. Since there's no array in AFL to iterate these over, write them to
a file (if read using automation interface).
3. For each ticker in the file, calculate current gain (as above or
thru a better formula), and write it to same or another file.
4. Sort tickers in the new file by the gain value.
5. Use a percentile style calculation to generate the rank, either by
creating percent buckets using value or by using number of securities.
Is there a better way to do this than above?
Thanks in advance.
Jitu
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