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Hello,
PositionScore does work on watch list as well and
allows to enter trades being within top 80% of your rank.
How?
Let's assume you watch lists consists of
100 symbols.
You set the FILTER in AA to contain only your watch
list,
and
use
SetOption("MaxOpenPositions", 20 );
PositionSize = -5; // 5% = 100% / 20
positions
20 open positions out of 100 symbols represent
exactly symbols that are ranked 80% and more.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
Sent: Saturday, September 24, 2005 1:23
PM
Subject: [amibroker] Sort and rank an
array - vbscript or jscript
Hello
I
was wanting to sort and rank an array of all the symbols and corresponding
value, example RS or close, in a watchlist.
I have knocked together an AFL script that does this, using
example code from the AFL library, however it is incredibly slow on a
watchlist of 300 symbols.
I was wondering
if it was faster to do this using
jscript (sort method?) or vbscript (quick sort algorithm ?), and
if example code could be provided.
Also I
realise on the Amibroker library there is an example of both sort and rank,
but there appears to be no doumentation on how to use this in the library or
in the mailing list.
I realise there is
positionscore, however it does not appear to do what I require in this
instance, to me it only appears useful when you are comparing a few securities
with each other, and it does not rank an entire watchlist, filtering a trade
to within the top 80% of a value based on
rank.
Regards
Dave
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