|
PureBytes Links
Trading Reference Links
|
Hi All:
I'm trying to duplicate the data in Active trader magazine called
"Snapshot". It's nearly completed except for the ranking part.
Their definition is:
"The % Rank fields for each time window,(10 day moves, 20 day moves and
60 day moves), show the percentile rank
of the most recent move to a certain number of the previous moves of the
same size and in the same direction. For ex.
"% Rank" for the 10 day move shows how the most recent 10 day move
compares to the past 20- 10 day moves.
"% Rank" for the 20 day move shows how the most recent 20 day move
compares to the past 60- 20 day moves.
"% Rank" for the 60 day move shows how the most recent 60 day move
compares to the past 20 -60 day moves.
The 10-20 and 60 day moves are just the ROC for the above periods. How
do compare the most recent 10 day ROC
to the past 20- 10 day ROC moves etc?
I'm stumped,
dom
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
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/
|