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Eric,
here is another approach for the top5 RSI of a database:
function naming( listnum,ORdNo )
{
list = GetCategorySymbols( categoryGroup, listnum );
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
if(i==ORdno)
{
n1=sym;
}
}
return n1 ;
}
function select( listnum )
{
list = GetCategorySymbols( categoryGroup, listnum );
Rank = 0;
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
SetForeign(SYM,True,True);
E1=RSI();
f=LastValue(E1);
Rank[BarCount-1-i] = f[i];
}
return Rank ;
}
No=254;// replace 254 with your GroupNo
R= Select(No);
H0=Select(No);G=0;
Plot(H0,"",2,2);
G0=0;
L1=LastValue(Cum(1));
N=101;// the population of group254
TOP=5;
Counter=0;Title="Top"+WriteVal(top,1.0)+" RSI()"+"\n";
for(K=1;K<=TOP;K++)
{
H1=LastValue(HHV(H0,n));
BAR1=LastValue((ValueWhen(H0==H1,Cum(1)-1)));
H0[BAR1]=-100000;
Counter=Counter+1;
G0[L1-CountER]=-H1;
shape=33+2*((Counter-1)%10);
PlotShapes((Cum(1)==bar1+1)*shape,Counter,0,Graph0,5);
Title=Title+WriteVal(Counter,1.0)+")"+WriteVal(H1)+ " ["+WriteVal(L1-
bar1-1,1.0)+"-"+naming(254,L1-bar1-1)+"]"+ "\n";
}
Plot((Cum(1)>L1-N)*R,"",(H0==-100000)*6+4,2);
Plot(0,"",1,1);
I hope it is useful.
Dimitris Tsokakis
GraphXSpace=3;
> > --- In amibroker@xxxxxxxxxxxxxxx, "ericleake" <eleake@xxxx> wrote:
> > > Making my first attempt at a very simple Relative Strength
scan.
> > > Using the ROC function, I'm able to create a RS number. I'm
also
> > > able to code a simple moving average qualifier for a buy
signal,
> > as
> > > well as an exit.
> > >
> > > What approach should I use then to rank the securities by their
> > new
> > > RS number, and buy say the top 5? Would the new Percentile
> > function
> > > be the way to handle this? Here is what I have so far:
> > >
> > > Filter = GroupID() == 0;
> > >
> > > RS = ROC(Close, 120);
> > > Avg = EMA(Close, 28);
> > >
> > > Exit = Close < Avg;
> > >
> > >
> > >
> > > NumColumns = 3;
> > > Column0Name = "RS Index";
> > > Column0 = RS;
> > >
> > > Any help would be appreciated!
> > >
> > > -Eric.
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