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In Amib. you can rank tickers with any indicators, any equities,
You need only to know how is built "qrs", I don't remember but I think
there is a quaterly ranking in "qrs" or "eps".
and the restriction is the number of stocks that slow down the ranking
process.
dave 346 a écrit :
> hello,
> can this be used for "qp2's"
> "qrs","eps"
> THANKS
>
>
> */"s.carrasset" <s.carrasset@xxxxxxxxxxx>/* wrote:
>
> Hello, I have always many interest in ranking and stocks selection.
> I think you can add in watchlist 0 thousand stocks, and get for each
> stock its monthly rank ( with full code below)
> so you can Buy = conditions and (Monthly_rank < 101) ;
> I have tested the code in AA with status (stocknum) and it works.
>
> stephane
>
> listNum=0 ;//enter watchlist number
> list = GetCategorySymbols( categoryWatchlist, listnum );
> TimeFrameSet( inMonthly );
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym);
> VarSet("MyInd"+i,MFI(14));// Indicator
> /*
> VarSet stores the Value of MFI
> ticker 0 has its value of MFI stored in MyInd + 0
> ticker 1 has its value of MFI stored in MyInf + 1 ...
> */
> Rank =1;// Initialize the Rank
>
> for( j = 0; ( item = StrExtract( list, j ) ) != ""; j++ )
> {
> SetForeign(item);
> VarSet("ThisInd"+j,MFI(14));//Indicator
> Rank=Rank + IIf( VarGet("MyInd"+i) < VarGet("ThisInd"+j),1,0);
> /*
> VarGet returns the value of VarSet
> Every value of MyInd + i is compared to every Value of ThisInd + j
> and the Rank in incremented of + 1 every time the Ind is < to others.
> */
> RestorePriceArrays();// to get out the influence of SetForeign
> }
> VarSet("Rank"+i,Rank);
> }
> TimeFrameRestore();
>
> Filter=1;//Status("lastbarinrange");
> Count=Status("stocknum");
> Var=IIf(InWatchList(0),VarGet("Rank"+ Count),Null);
> AddColumn(TimeFrameExpand(Var , inMonthly),"Monthly Rank");
> AddColumn(Var,"Daily Rank");
> //Plot(TimeFrameExpand(Var , inMonthly),"",2,1);
>
> >
> > Hi Stephane,
> >
> > Much appreciate your reply, thankyou.
> >
> > I'll try it out and see how it goes. From what I understand it will
> > place the top 100 into a watchlist for the month. This would cut out
> > a couple of steps from what I posted before. ie: exporting to Excel
> > etc.
> >
> > Using the code I think I could go through month by month and make a
> > chart up for each months top 100 and use that chart in a backtest.
> >
> > Thanks again.
> > Regards Ranga
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> > <s.carrasset@xxxx> wrote:
> > >
> > > Hello,
> > > a solution ( if I understand you) would be to rank Tickers in a
> > > Watchlist on a monthly basis, and use this monthly rank on daily
> > > signal.
> > > Filtering your buy signal with
> > > Buy= something and Rank<101 // top 100
> > >
> > > example below with MFI
> > >
> > > list = GetCategorySymbols( categoryWatchlist, 0 );
> > >
> > > TimeFrameSet( inMonthly );
> > > StockNb=0;
> > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > {
> > > SetForeign(sym);
> > > VarSet("MyInd"+i,MFI(14));// Indicator
> > > StockNb++;
> > > RestorePriceArrays();
> > > }
> > >
> > > Rank=1;
> > > for(i=0;i<stockNb;i++)
> > > {
> > > Rank=Rank + IIf(MFI(14)< VarGet("MyInd"+i),1,0);
> > > }
> > > TimeFrameRestore();
> > >
> > > Plot(TimeFrameExpand( rank, inMonthly ),"",2,1);
> > >
> > > >
> > > > Hi Tomasz,
> > > >
> > > > > Of course it is possible to implement it in AFL.
> > > > > What is impossible is to write a code for every user on every
> > > > request.
> > > >
> > > > I suppose my request looked like it was directed at you but I
> > > thought
> > > > anyone on the forum could reply. Thanks.
> > > >
> > > > Anyway, I'll give up on the idea unless there is easier way (any
> > > > gurus?) because ranking them monthly to find the top *** ONE
> > > HUNDRED
> > > > ONLY *** would need to:
> > > >
> > > > 1. Run this in AA for each month:
> > > >
> > > > TimeFrameSet( inMonthly );
> > > > PositionScore = C * V;
> > > > TimeFrameRestore();
> > > > PositionScore = TimeFrameExpand( PositionScore, inMonthly );
> > > >
> > > > 2. Export the results to Excel.
> > > > 3. Find the turnover for the 100th stock
> > > > 4. Add the value to a chart (Top100)
> > > > 5. AA backtester add a filter (C * V) >= foreign(Top100).
> > > >
> > > > Regards Rangaroopa
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > > <amibroker@xxxx>
> > > > wrote:
> > > > > Hello,
> > > > >
> > > > > Of course it is possible to implement it in AFL.
> > > > >
> > > > > What is impossible is to write a code for every user on every
> > > > request.
> > > > >
> > > > > As to:
> > > > > >> ie: if I run a scan with the timeframe on monthly with
> C * V
> > > and
> > > > > > rank
> > > > > >> the highest to lowest, I would like the highest 100. Doing
> > > this
> > > > for
> > > > > >> every month for backtesting.
> > > > >
> > > > > It is easy with time frame functions. It takes 4 lines of
> code.
> > > > >
> > > > > TimeFrameSet( inMonthly );
> > > > > PositionScore = C * V;
> > > > > TimeFrameRestore();
> > > > >
> > > > > PositionScore = TimeFrameExpand( PositionScore, inMonthly );
> > > > >
> > > > > Once you feed AmiBroker with correct score for each security,
> > it
> > > > will rank
> > > > > them for you automatically.
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > > > ----- Original Message -----
> > > > > From: "rangaroopa2000" <rangaroopa2000@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Thursday, December 16, 2004 9:29 PM
> > > > > Subject: [amibroker] Re: Top 100 Backtest
> > > > >
> > > > >
> > > > > >
> > > > > >
> > > > > > Hi,
> > > > > >
> > > > > > I guess this (Top 100) is not possible with the latest
> > > functions
> > > > in
> > > > > > Amibroker then?
> > > > > >
> > > > > > Regards
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "rangaroopa2000"
> > > > > > <rangaroopa2000@xxxx> wrote:
> > > > > >>
> > > > > >> Hello Tomasz,
> > > > > >>
> > > > > >> Thankyou for your reply.
> > > > > >>
> > > > > >> Maybe I wasn't too clear with my words but what you suggest
> > > and
> > > > > > from
> > > > > >> my understanding, I would be able to backtest only
> > > the "latest"
> > > > top
> > > > > >> 100.
> > > > > >>
> > > > > >> I would like to find the top 100 for each and every
> month in
> > > the
> > > > > > past
> > > > > >> five years or so. They would vary as would the actual top
> > 100
> > > > stock
> > > > > >> do.
> > > > > >>
> > > > > >> ie: if I run a scan with the timeframe on monthly with
> C * V
> > > and
> > > > > > rank
> > > > > >> the highest to lowest, I would like the highest 100. Doing
> > > this
> > > > for
> > > > > >> every month for backtesting.
> > > > > >>
> > > > > >> Thanks again.
> > > > > >>
> > > > > >>
> > > > > >>
> > > > > >>
> > > > > >>
> > > > > >> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > > > > > <amibroker@xxxx>
> > > > > >> wrote:
> > > > > >> > Hello,
> > > > > >> >
> > > > > >> > It is easy, run an exploration with average volume:
> > > > > >> >
> > > > > >> > Filter = BarIndex() == BarCount - 1;
> > > > > >> > AddColumn( MA( V, 100 ), "Avg volume" );
> > > > > >> >
> > > > > >> >
> > > > > >> > Then click on "Avg. volume" output column to sort it.
> > > > > >> > Then select top N (say top 100) from the list and
> > > > > >> > click with right mouse button over the list and
> > > > > >> > choose "Add selected results to watch list".
> > > > > >> >
> > > > > >> > From then on top-100 stocks will be on watch list of your
> > > > > >> > choice and you will be able to backtest them.
> > > > > >> >
> > > > > >> > You can also do this directly from backtest formula
> > > > > >> > (without need to run exploration).
> > > > > >> > Just use
> > > > > >> >
> > > > > >> > PositionScore = MA( V, 100 );
> > > > > >> >
> > > > > >> > and backtester will automatically prefer stocks with
> > higher
> > > > > > average
> > > > > >> volume.
> > > > > >> >
> > > > > >> > Best regards,
> > > > > >> > Tomasz Janeczko
> > > > > >> > amibroker.com
> > > > > >> > ----- Original Message -----
> > > > > >> > From: "rangaroopa2000" <rangaroopa2000@xxxx>
> > > > > >> > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > >> > Sent: Tuesday, December 14, 2004 10:46 AM
> > > > > >> > Subject: [amibroker] Re: Top 100 Backtest
> > > > > >> >
> > > > > >> >
> > > > > >> > >
> > > > > >> > >
> > > > > >> > > Hi Ron,
> > > > > >> > >
> > > > > >> > > Thanks for replying.
> > > > > >> > >
> > > > > >> > > It's difficult if not impossible to find a list of the
> > top
> > > > 100
> > > > > >> stocks
> > > > > >> > > over the past 5 years or so and I think using turnover
> > > would
> > > > be
> > > > > >> good
> > > > > >> > > anyway.
> > > > > >> > >
> > > > > >> > > I suppose I could go through each month and export the
> > > > turnover
> > > > > >> and
> > > > > >> > > pick out the top 100 and create a chart of the results.
> > I
> > > > just
> > > > > >> thought
> > > > > >> > > there maybe an easy way with all the fantastic
> functions
> > > AB
> > > > has
> > > > > >> now!
> > > > > >> > >
> > > > > >> > > BTW sorry about the double post.
> > > > > >> > >
> > > > > >> > > Regards
> > > > > >> > >
> > > > > >> > > --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9"
> > > <mrdavis9@xxxx>
> > > > > >> wrote:
> > > > > >> > >> There was some coding done here on this board very
> > > recently
> > > > In
> > > > > >> > > (November??) regarding Float turnover.
> > > > > >> > >>
> > > > > >> > >> Steve Woods wrote a book about Float turnover as well.
> > > > > >> > >>
> > > > > >> > >> One of the posters (Herman ) on this board was
> involved
> > in
> > > > > >> > > developing the recently developed code, and I think
> (but
> > > am
> > > > not
> > > > > >> sure)
> > > > > >> > > that someone also developed a way to retrieve the float
> > > > amounts
> > > > > >> from
> > > > > >> > > Yahoo. Hope this helps. Ron D
> >
> >
> >
> >
> >
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> > http://www.amibroker.com/
> >
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