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Eric,
the code works, make sure there are no wrapping problems.
Note also that in my example, I have N=101 stocks in my N0=254 group
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "ericleake" <eleake@xxxx> wrote:
> 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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