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[amibroker] Re: How to calculate RS Rank?



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By using Portfolio Trader, a generic scoring, ranking, trading (GUI & 
AFL)

--- In amibroker@xxxxxxxxxxxxxxx, "jtelang" <jtelang@xxxx> wrote:
> 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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