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PureBytes Links
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The
method used by IBD is "not so secret". After you figure out how to
use PT to do your ranking, I will post the method of calculating
RS.
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: Fred
[mailto:fctonetti@xxxxxxxxx]Sent: Thursday, September 04, 2003 7:32
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [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.> >
JituSend
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