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



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It sounds like you have summarized correctly, with this "clarification":
Column 3 is not the sum of stochastics (col 1) and rsi (col 2). But your
further words suggest you understand that ranking col 1 would produce
ordinal values (positions) for col 1, then same for col 2 and the sum of the
odinals in another column.  So, yes.

Ken 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of droskill
Sent: Saturday, May 10, 2008 1:57 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Greybeard Topic - Sorting and Ranking Arrays

Ok - I understand the RANK function in Excel.  So, let's say you have
3 columns - Column 1 - Stochastic, Column 2 - RSI, Column 3 will hold the
sum of the two.  You want to Rank Column 1 to find the order of the
positions, then Rank Column 2 to find the order of that column. 
Then, finally, add the columns in order - so add the #1 rank from column 1,
and the #1 rank from column 2, add the #2 rank from column 1 and the #2 rank
from column 2, etc.

Am I interpreting this correctly?

--- In amibroker@xxxxxxxxxxxxxxx, Ken Close <ken45140@xxx> wrote:
>
> 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@> 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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SUPPORT {at}
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> 
> 
> No virus found in this incoming message.
> Checked by AVG. 
> Version: 8.0.100 / Virus Database: 269.23.14/1425 - Release Date:
5/9/2008
> 12:38 PM
>



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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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No virus found in this incoming message.
Checked by AVG. 
Version: 8.0.100 / Virus Database: 269.23.15/1426 - Release Date: 5/10/2008
11:12 AM


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

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
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