[amibroker] System tweak

["upsidetarget" <digimax@xxxxxxxxx>]

I use a simple ETF RS system (on 200 symbols) which I want to put into
Amibroker. Here is what I have so far:

PosQty = 14;
SetOption("MaxOpenPositions", PosQty );
PositionSize = -100/PosQty;
PositionScore = ((ROC(C,63)+ROC(C,252))/2);
Buy=ROC(C,63)>0 AND ROC(C,252)>0 AND Percentile(ROC(C),63,69) AND
Percentile(ROC(C),252,69);
Sell=???;

I don't think this will do it...

What I want is to take a percentile ranking of ROC(C,63)
and a percentile ranking of ROC(C,252), add them and divide by 2.

Example: ROC(63) rank = 70, ROC(252) rank = 90
 ... result (70+90)/2=80 [average rank]

Buy: Average Rank =>80
Sell: Average Rank <80

Problem is, I don't think I can use percentile ranking to get this
done. Is there another way?

Thank for any ideas...

Michael


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

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/