|
PureBytes Links
Trading Reference Links
|
Yep ... the latest FREE release can be found at the Yahoo Group.
--- In amibroker@xxxxxxxxxxxxxxx, "kk2628" <kk2628@xxxx> wrote:
> Hi Fred,
>
> Is ABtool still a requirement to run Portfolio Trader ?
>
> tks
> KK
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> 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
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for Your HP, Epson, Canon or Lexmark
Printer at Myinks.com. Free s/h on orders $50 or more to the US & Canada. http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/l.m7sD/LIdGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|