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RE: [amibroker] Re: How to calculate RS Rank?



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Chuck:  can you post it now?  Or
alternatively, send the method to me privately?  I would appreciate it.

 

Ken

 

-----Original Message-----
From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx] 
Sent: Friday, September 05, 2003
1:18 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: How
to calculate RS Rank?

 



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.







<font size=2
face="Times New Roman">-----Original
Message-----
From: Fred
[mailto:fctonetti@xxxxxxxxx]
Sent: Thursday, September 04, 2003
7:32 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: How to
calculate RS Rank?



By using Portfolio Trader, a generic scoring, ranking, trading (GUI
& <span
>
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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