Re: [amibroker] Ranking multiple scores? any way to do this Tomasz?

["Erik Skyba" <eskyba@xxxxxxxxxxxxx>]

 

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

From: Erik Skyba

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, December 12, 2005 7:36 PM

Subject: Re: [amibroker] Ranking multiple scores?

Tomasz/ others, how do I link a symbol to each array, say array1 is based off of name() == "MSFT"

 

How do I make it so that Positionscore when ranking array1 which lets say is higher then array2 or array3 linked to buying MSFT and so on and so forth.

 

Thanks for your help,

 

Erik S

 

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

From: Erik Skyba

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, December 12, 2005 7:31 AM

Subject: Re: [amibroker] Ranking multiple scores?

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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