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Is it possible to use the Percentile function to act as the
PositionScore? I am calculating a list of sector indicies first by
four periods of ROC:
RS1 = ROC(Close, 260);
RS2 = ROC(Close, 130);
RS3 = ROC(Close, 65);
RS4 = ROC(Close, 20);
ROCIndex = RS1 + RS2 + RS3 + RS4;
After computing the ROCIndex for my list, I would like to use the
Percentile function to buy only the symbols listed in the top 5
percent. (Rotational mode won't work, as I have additional
conditions that may not allow any purchases at all.)
I understand from the examples of using Percentile how it can work
on an individual security, but what about for a list? I assume I
would need to first referrence an array that contained the ROCIndex
numbers? Not sure how to do that.
Anyone have any experience with Percentile ranking? Any help would
be appreciated.
-Eric.
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