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[amibroker] Re: Alpha and Beta



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<FONT face=Arial color=#0000ff 
size=2>Erick,
Not 
sure exactly what you mean. Do you wish to find the top 5% of the indexes or are 
you looking for the top 5% of the stocks that comprise the indexes? In either 
case first place your indexes (or stocks which comprise a given index) in a 
watchlist then use percentile as your filter in the exploration . AB will return 
those stocks/or indexes which pass the 
percentile test 
 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: ericleake 
[mailto:eleake@xxxxxxxxxxxxxxxxxx]Sent: Tuesday, March 09, 2004 11:50 
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
PercentileSoooooo...I take it either no one is 
interested in giving me any help, or this cannot be done?--- In 
amibroker@xxxxxxxxxxxxxxx, "ericleake" <eleake@xxxx> wrote:> 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.Send 
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