Re: [amibroker] What a Great Ranking Tool, AmiBroker Email List Archive

2008/7/5 Ken Close <ken45140@xxxxxxxxx>:

Paul Ho has come up with a supurb ranking tool. I have expanded it to two indicators. Feel free to expand the code structure to any number of indicators.

Possible next step: stick the Tot_Rank values into the OI field for the symbols, then Plot the Ranks for a visual representation of "where the symbol is over time".

The possibilities are endless (or at least enlarged because of Paul's code idea). Thanks Paul for your creative input.

Ken

// Ranking_Alt01.afl    KSC    07/05/2008

// Original code by Paul Ho, Amibroker list 07/05/2008

// Modifications and expansions by Ken Close 07/05/2008

// Will ordinal rank every symbol in watchlist for every bar.

mOwnROC = ROC(C, 14);

mOwnRSI = RSIa(C, 14);

mRoc = 0;

mRSI = 0;

list = CategoryGetSymbols(categoryWatchlist, 16);

ROCcount[0] = rocrank[0] = 0;

RSIcount[0] = RSIrank[0] = 0;

for(i = 0; (sym = StrExtract(list, i)) != ""; i++)

{

   SetForeign(sym);

   mRoc = ROC(C, 14);

   mRSI = RSIa(C, 14);

   RestorePriceArrays();

   n = !IsNull(mRoc);

   m = !IsNull(mRSI);

   roccount += n;

   rsicount += m;

   rocrank = IIf(Nz(mRoc) > mOwnROC, Rocrank + n, rocrank);

   rsirank = IIf(Nz(mRsi) > mOwnRSI, Rsirank + m, rsirank);

   Totrank = rocrank + rsirank;

}

ROCn = ROC(C, 14);

RSIn = RSIa(C, 14);

Filter = 1;

Buy = Sell = 0;

AddColumn(ROCn, "ROCn",1.2);

AddColumn(RSIn, "RSIn",1.2);

AddColumn(mRoc, "MROC", 1.2);

AddColumn(ROCrank, "ROCRank", 1.0);

AddColumn(RSIrank, "rsirank",1.0);

AddColumn(Totrank, "Totrank", 1.0);

// To check the sorting, run on a watchlist, then click once on the date column,

// Then shift click on one of the indicators, ie, RSIn, and you will see the

// ordinal values in order.