|
PureBytes Links
Trading Reference Links
|
I'm not clear on:
- Why you want to assign a "1" to make that the highest score
- Why this is any different from adding the ROC(C,55)+ROC(C,200) -
maybe it's not.
Is this for use in the rotation portfolio?
--- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" <gmorlosky@xxx> wrote:
>
> Steve - did you make any progress on the Rank Score coding that you
> might share ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <steve2@> wrote:
> >
> > Say I have a group of 20 stocks. I use an exploration to calculate
> > two different values for each stock, let's say:
> >
> > 1. C/ref(C,-55) and
> > 2. C/ref(C,-200)
> >
> > I want to rank the 20 stocks on each of the two measures and get a
> > composite score to select the stock which does best overall.
> >
> > So in this case, I want to rank the stocks on the first measure so
> > that the best return over 55 days scores 1, second best scores 2
> and
> > so on down to the worst stock which scores 20.
> >
> > Then I rank the stocks over the 200 day return in the same way.
> >
> > Adding the two scores for each stock gives my overall score - the
> > lowest number is the "best" stock.
> >
> > Can anyone tell me how to do this?
> >
> > Thanks,
> >
> > Steve
> >
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|