Sorry instead of URSC I meant to say ERSA ability,
Regards
Dave
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf Of dpweir
Sent: Thursday, 29 September 2005
9:22 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Sort and
rank an array - vbscript or jscript
I think the Positionscore function should be expanded, lets say you did
develop a system based on positionscore, how would you then trade that system
using Amibroker outside of the backtester ? How would you get a buy
signal in the scan or explore, where the stock meets the criteria of having a
ranking > 80% in the watchlist.
The metastock plug-in, Spyglass looks like it may do what I want, using
the URSC ability, which ranks the stocks on a percentile level and allows me to
filter them with ExtFml("ERSA.ExternalRelativeStrength") > 80 and
my own other filters, I can use this an indicator, exploration etc.
Thanks. Amibroker, pls consider expanding the functionality of
Positionscore ... in the meantime I will use this Metastock plugin.
Regards
Dave
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf Of dpweir
Sent: Wednesday, 28 September 2005
7:51 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Sort and
rank an array - vbscript or jscript
Hi Tomasz,
Sorry for asking
soooo many questions about positionscore, I hope the mailinglist can have some
patience with me (and perhaps others will benefit from my questioning with the
answers).
I can see that
the PositionScore does indeed do the type of ranking I require. If I run this
in the backtester,
SetOption("MaxOpenPositions", 5 );
PositionSize = -20;
PositionScore = C;
Buy=1;
Sell=1;
Only the 5
highest priced stocks show. Kewl !
Questions:
1. Why is
Positionscore limited to use in the backtester only ?
Can it be used in
scan and exploration as well ? Can I run an exploration to show, as in the
above example, the top 5 highest ranked symbols ?
2. How can you
get the actually value of the rank/score of the symbol ?
Many thanks
Regards
Dave
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf Of Tomasz Janeczko
Sent: Saturday, 24 September 2005
11:36 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Sort and
rank an array - vbscript or jscript
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,
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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