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[amibroker] Re: Ranking study



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Thanks for taking a crack at this Dimitris. This code is way over my 
head. In my dazed and confused state, I'm getting an error when 
checking: "Variable 'n1' used without being initialized." I thought 
n1 was initialized as "n1=sym;"??

-Eric.

--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> wrote:
> 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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