|
PureBytes Links
Trading Reference Links
|
I am trying to first create an ROC index for each security in a
watch list. The very simple formula is this:
RS1 = ROC(Close, 260);
RS2 = ROC(Close, 130);
RS3 = ROC(Close, 65);
RS4 = ROC(Close, 20);
ROCIndex = RS1 + RS2 + RS3 + RS4;
Then, I want to use the ROCIndex as the criteria for the percentile.
Something like ( I know this is completely wrong):
Filter = ROCIndex > Percentile(ROCIndex)1,5);
or would it be possible to use the PositionScore to rank the ROCs by
percentile?
Something like:
PositionScore = ROCIndex > Percentile(ROCIndex, 1,5);
I'm not sure what the buy and sell arguments would look like...
????
-Eric.
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> 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
> -----Original Message-----
> From: ericleake [mailto:eleake@x...]
> Sent: Tuesday, March 09, 2004 11:50 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Percentile
>
>
> Soooooo...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 BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
>
> -------------------------------------------------------------------
---------
> ----
> Yahoo! Groups Links
>
> a.. To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|