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Hi Fred,
Is ABtool still a requirement to run Portfolio Trader ?
tks
KK
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 05, 2003 7:31 AM
Subject: [amibroker] Re: How to calculate RS Rank?
> 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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