Re: [amibroker] Ranking multiple scores?

["Erik Skyba" <eskyba@xxxxxxxxxxxxx>]

thanks Tomasz, my polish friend :)

----- Original Message -----

From: Tomasz Janeczko

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, December 12, 2005 6:25 AM

Subject: Re: [amibroker] Ranking multiple scores?

Hello,

 

If Array1..Array3 have the same range you can simply use MAX function

PositionScore = Max( Array1, Max( Array2, Array3 ));

 

If they don't - you need to normalize them first to have some common range like 0...100

and then use Max function.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Erik Skyba

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, December 12, 2005 12:55 AM

Subject: [amibroker] Ranking multiple scores?

So if I have multiple scores, how can I rank them all in one positionscore.

 

typically you see something like this: 

  

---------------------------------------------------------------------------------------------------------------

EnableRotationalTrading();

EachPosPercent = 5;

PositionScore = ROC( C, 20 );

PositionSize = -EachPosPercent;

SetOption("WorstRankHeld", 20 );
SetOption("MaxOpenPositions", 20 );

 

----------------------------------------------

 

But if I have multiple scores that each have a value and I want to rank based on the highest values can I do this?

 

I would have:  Array1, Array2, Array3

 

PositionScore = would rank those three arrays, buying the highest valued array as the highest valued array is actually the security I should be buying in my example.

 

I guess I  would link each score to a security using an iff statement. 

 

If anyone can help,

 

Thanks,

 

Erik S

 

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