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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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