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Andrew,
Just wondering if there is a shorter way to create an ascending order
for the topX selected values...
An indicator builder attempt will arrive ...soon on this list
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Andrew" <ae_perrin@xxxx> wrote:
> A different approach to obtaining in this case the top 20 of
> whatever you want to rank. Arrays are ROR1 - value of top ranking,
> Ind1 - Ordinal Number of top ranked share. ROR2 - 2nd top ranking
> etc. In AA window set apply to - Current Stock. Range From - To-
> whatever is your desired period. AFL is a bit "longwinded" but can
> be easily expanded to rank top 30 etc.
>
> Andrew
>
> In AA window paste the
>
> // ****************************************************************
> // APPLY TO - CURRENT STOCK - Select any
> // RANGE - FROM - TO - ,
> // Explore
> // ****************************************************************
>
> Swatchlist = 3; //set watchlist #
>
> sBegBar = LastValue( ValueWhen( Status("firstbarinrange"),
> BarIndex() ) );
> sEndBar = LastValue( ValueWhen( Status("lastbarinrange"),
> BarIndex() ) );
>
>
> ROR1 = 0; Ind1 = 0; // Highest ROR
> ROR2 = 0; Ind2 = 0; // 2nd highest ROR etc.
> ROR3 = 0; Ind3 = 0;
> ROR4 = 0; Ind4 = 0;
> ROR5 = 0; Ind5 = 0;
> ROR6 = 0; Ind6 = 0;
> ROR7 = 0; Ind7 = 0;
> ROR8 = 0; Ind8 = 0;
> ROR9 = 0; Ind9 = 0;
> ROR10 = 0; Ind10 = 0;
> ROR11 = 0; Ind11 = 0;
> ROR12 = 0; Ind12 = 0;
> ROR13 = 0; Ind13 = 0;
> ROR14 = 0; Ind14 = 0;
> ROR15 = 0; Ind15 = 0;
> ROR16 = 0; Ind16 = 0;
> ROR17 = 0; Ind17 = 0;
> ROR18 = 0; Ind18 = 0;
> ROR19 = 0; Ind19 = 0;
> ROR20 = 0; Ind20 = 0;
>
> //today = DateNum();
> List = GetCategorySymbols( categoryWatchlist, Swatchlist);
> for (j=0; (sTicker = StrExtract (List , j)) !=""; j++ )
> {
> // ---------------------------------------------------------------
> // Insert ranking formula here - return result as "ROR"
> // ---------------------------------------------------------------
>
> sClose = Foreign(STicker, "C");
> ROR =RSIa( sClose , 14 );
>
> // -----------------------------------------------------------------
> // end of ranking formula
> // -----------------------------------------------------------------
>
> RORempty = IsEmpty(ROR);
> Industry = j; //xxStockPropertyGet(STicker, "IndustryID");
> i = sBegBar;
> while(i <= sEndBar)
> {
> if (RORempty[i] == 0 && ROR[i] > ROR1[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR7[i] ; ROR7[i] = ROR6[i] ;
> ROR6[i] = ROR5[i] ; ROR5[i] = ROR4[i] ;
> ROR4[i] = ROR3[i] ; ROR3[i] = ROR2[i] ;
> ROR2[i] = ROR1[i] ; ROR1[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Ind7[i] ; Ind7[i] = Ind6[i] ;
> Ind6[i] = Ind5[i] ; Ind5[i] = Ind4[i] ;
> Ind4[i] = Ind3[i] ; Ind3[i] = Ind2[i] ;
> Ind2[i] = Ind1[i] ; Ind1[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR2[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR7[i] ; ROR7[i] = ROR6[i] ;
> ROR6[i] = ROR5[i] ; ROR5[i] = ROR4[i] ;
> ROR4[i] = ROR3[i] ; ROR3[i] = ROR2[i] ;
> ROR2[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Ind7[i] ; Ind7[i] = Ind6[i] ;
> Ind6[i] = Ind5[i] ; Ind5[i] = Ind4[i] ;
> Ind4[i] = Ind3[i] ; Ind3[i] = Ind2[i] ;
> Ind2[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR3[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR7[i] ; ROR7[i] = ROR6[i] ;
> ROR6[i] = ROR5[i] ; ROR5[i] = ROR4[i] ;
> ROR4[i] = ROR3[i] ; ROR3[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Ind7[i] ; Ind7[i] = Ind6[i] ;
> Ind6[i] = Ind5[i] ; Ind5[i] = Ind4[i] ;
> Ind4[i] = Ind3[i] ; Ind3[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR4[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR7[i] ; ROR7[i] = ROR6[i] ;
> ROR6[i] = ROR5[i] ; ROR5[i] = ROR4[i] ;
> ROR4[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Ind7[i] ; Ind7[i] = Ind6[i] ;
> Ind6[i] = Ind5[i] ; Ind5[i] = Ind4[i] ;
> Ind4[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR5[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR7[i] ; ROR7[i] = ROR6[i] ;
> ROR6[i] = ROR5[i] ; ROR5[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Ind7[i] ; Ind7[i] = Ind6[i] ;
> Ind6[i] = Ind5[i] ; Ind5[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR6[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR7[i] ; ROR7[i] = ROR6[i] ;
> ROR6[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Ind7[i] ; Ind7[i] = Ind6[i] ;
> Ind6[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR7[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR7[i] ; ROR7[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Ind7[i] ; Ind7[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR8[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR8[i] ;
> ROR8[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Ind8[i] ;
> Ind8[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR9[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR9[i] ; ROR9[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Ind9[i] ; Ind9[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR10[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR10[i];
> ROR10[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Ind10[i];
> Ind10[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR11[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR11[i]; ROR11[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Ind11[i]; Ind11[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR12[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR12[i];
> ROR12[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Ind12[i];
> Ind12[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR13[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR13[i]; ROR13[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Ind13[i]; Ind13[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR14[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR14[i];
> ROR14[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Ind14[i];
> Ind14[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR15[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR15[i]; ROR15[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Ind15[i]; Ind15[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR16[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR16[i];
> ROR16[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Ind16[i];
> Ind16[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR17[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR17
> [i]; ROR17[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Ind17[i]; Ind17[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR18[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR18[i]; ROR18[i] =
ROR
> [i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Ind18[i];
> Ind18[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR19[i] )
> { ROR20[i] = ROR19[i]; ROR19[i] = ROR[i] ;
> Ind20[i] = Ind19[i]; Ind19[i] = Industry;
> } else
> if (RORempty[i] == 0 && ROR[i] > ROR20[i] )
> { ROR20[i] = ROR[i] ;
> Ind20[i] = Industry;
> }
> i = i + 1;
> }
>
> }
>
> // ----------- COMPLETE -----------
> Filter = 1;
>
> AddColumn( Ind1, "ORD 1", 1.0);
> AddColumn( ROR1, "Rank1", 1.2);
> AddColumn( Ind2, "ORD 2", 1.0);
> AddColumn( ROR2, "Rank2", 1.2);
> AddColumn( Ind3, "ORD 3", 1.0);
> AddColumn( ROR3, "Rank3", 1.2);
> AddColumn( Ind4, "ORD 4", 1.0);
> AddColumn( ROR4, "Rank4", 1.2);
> AddColumn( Ind5, "ORD 5", 1.0);
> AddColumn( ROR5, "Rank5", 1.2);
> AddColumn( Ind6, "ORD 6", 1.0);
> AddColumn( ROR6, "Rank6", 1.2);
> AddColumn( Ind7, "ORD 7", 1.0);
> AddColumn( ROR7, "Rank7", 1.2);
> AddColumn( Ind8, "ORD 8", 1.0);
> AddColumn( ROR8, "Rank8", 1.2);
> AddColumn( Ind9, "ORD 9", 1.0);
> AddColumn( ROR9, "Rank9", 1.2);
> AddColumn( Ind10, "ORD 10", 1.0);
> AddColumn( ROR10, "Rank10", 1.2);
> AddColumn( Ind11, "ORD 11", 1.0);
> AddColumn( ROR11, "Rank11", 1.2);
> AddColumn( Ind12, "ORD 12", 1.0);
> AddColumn( ROR12, "Rank12", 1.2);
> AddColumn( Ind13, "ORD 13", 1.0);
> AddColumn( ROR13, "Rank13", 1.2);
> AddColumn( Ind14, "ORD 14", 1.0);
> AddColumn( ROR14, "Rank14", 1.2);
> AddColumn( Ind15, "ORD 15", 1.0);
> AddColumn( ROR15, "Rank15", 1.2);
> AddColumn( Ind16, "ORD 16", 1.0);
> AddColumn( ROR16, "Rank16", 1.2);
> AddColumn( Ind17, "ORD 17", 1.0);
> AddColumn( ROR17, "Rank17", 1.2);
> AddColumn( Ind18, "ORD 18", 1.0);
> AddColumn( ROR18, "Rank18", 1.2);
> AddColumn( Ind19, "ORD 19", 1.0);
> AddColumn( ROR19, "Rank19", 1.2);
> AddColumn( Ind20, "ORD 20", 1.0);
> AddColumn( ROR20, "Rank20", 1.2);
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