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Re: [amibroker] Re: Greybeard Topic - Sorting and Ranking Arrays



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My sample formula http://finance.groups.yahoo.com/group/amibroker/message/123689 
already returns RANKED symbols.
So first symbol in the list has rank 1, second has rank 2, third has rank 3.
There is no need to use any ATC as all data is already there outputed
"myoutput.txt"

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Ken Close" <ken45140@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, May 10, 2008 1:41 PM
Subject: RE: [amibroker] Re: Greybeard Topic - Sorting and Ranking Arrays


> Droskill:    Thanks for your suggestion.  I did not explain exactly what I
> am trying to accomplish, so this is a little away from my objective.
> 
> As I put in another reply (to Tomasz) on this subject, 
> 
> "What I need to achieve is equivalent to using the Excel Function RANK,
> which allows the specification of a Range (a column for say, stochastics for
> 100 funds), then getting in another column the Ordinal Position of that
> ticker relative to all others for the result of stochastics.  Then, another
> column might have an indicator, say RSI14, and another column using RANK
> that shows the Ordinal Position of each RSI value for all tickers.  I then
> take a final column and say, sum the two ordinal values for each ticker to
> get a Master Ranking column.  My situation is more complex than this (more
> columns and a more complex combining method) but this is the basic idea.
> 
> This can all be done in Excel, but a tremendous labor saving step is to
> accomplish it all in AB.  Imagine trying to do this on 1000s of stocks on a
> daily or even hourly basis."
> 
> Thus, I am left with trying to manipulate the various columns, perhaps with
> an ATC for each column, but the looping I envision will be necessary will
> likely make this kind of an approach too slow.
> 
> Another way to get to a master ranking of ordinal positions of two or more
> indicators is to take each indicator and multiply them together for each
> ticker (RSI times stochastics times etc) and use the overall product as a
> ranking "score".  However, the Ordinal Position for each intermediate
> indicator has appeal in a display that others look at, even as all issues
> are sorted by this so-called MasterRanking parameter.  Thus this
> multiplication route, while it "might" work, loses some functionality from
> the overall output.
> 
> I appreciate you making the suggestion.  Any other ideas?
> 
> Ken 
> 
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of droskill
> Sent: Friday, May 09, 2008 5:19 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Greybeard Topic - Sorting and Ranking Arrays
> 
> I'll take a different tact - let me assume you just want to display the
> ranking on the screen rather than a backtest - so that's an Exploration.
> 
> Here's quick sample Exploration - I'm not saying there is any value to these
> measurements - they are for demonstration only.
> 
> MAShort = MA (C,20);
> MALong = MA (C,100);
> PS = ROC(C,250);
> MAps = MA(PS,50); //Do a calculation based on another number
> 
> BuySignal = MAShort > MALong;
> SellSignal = MAShort < MALong;
> 
> Filter = Status("lastbarinrange"); //Filter to only show last bar AddColumn(
> BuySignal,"Buy"); AddColumn( SellSignal,"Sell"); AddColumn( C, "Close");
> AddColumn( MAShort,"MAShort"); AddColumn( MALong,"MALong"); AddColumn(
> PS,"PositionScore"); AddColumn( MAps,"MA of PS"); SetSortColumns(-3); //this
> sets the sorting column
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <ken45140@xxx> wrote:
>>
>> It has been fun to search the yahoo archives back to 2002 and see
> names of a
>> lot of the original folks who got on the Amibroker bandwagon back in 
>> the early days, many of whom are no longer around (at least not 
>> posting like they used to).  Boy, how the program has evolved and 
>> improved over these many years.
>>  
>> I was looking back there in the archives for messages on the Osaka
> Plugin
>> (which is still on my hard drive since 2002 but which I have never
> used).
>> Maybe now......
>>  
>> I have a need to take a watchlist and position rank several columns of 
>> calculations and determine the postion rank of the ticker for that 
>> calculation; then do the same for another column (calculation), get 
>> the position rank for that additional column, and then combine the 
>> position ranking numbers for the columns for each ticker, sort of to 
>> get a Master ranking parameter.
>>  
>> My question is: what new features in AB might help accomplish this?
> Surely
>> the Osaka Plugin (2002 vintage) is not the only way to do what I
> want.  I
>> have not really studied nor used Static and Dynamic variables---is
> this the
>> set of commands that I would use with looping to get position ranks of 
>> a watchlist?
>>  
>> I did find and just tested some code from the Library which used
> just these
>> tools (variables and looping) and it was painfully slow and would
> not really
>> work for the application I have in mind.  I am uncertain if the code
> in that
>> example can be modified to make it faster. 
>>  
>> Any suggestions about this age-old question/problem, given the many
> advances
>> of Amibroker since 2002??
>>  
>> Thanks for any ideas (the more specific the better).
>>  
>> Ken
>>
> 
> 
> 
> ------------------------------------
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> 
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> 
> ------------------------------------
> 
> 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
> 
> 
> 

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