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Ed:
The RSI and ROC are merely test indicators to try and prove the code
concepts. Right now, Watchlist size is the key killing factor. I can do 30
symbols easily, 100 to 150 symbols within a reasonable time (minutes). 400
to 500 symbols (SP-500) take too long (estimated time to complete 1 3/4 to
2+ hours). Since Thomasz says the code is sorting N * N times, then it is
easy to see why growth in the size of the watchlist is causing such a slow
down.
If I can get something to work reasonably well with more symbols, my
intention is to create a "recipe" of symbols probably numbering in the 8 to
10 range.
> > So when you sum RSI and ROC, I think in most cases RSI will dominate the
ranking.
Since I am using ordinal ranking, I do not think that the relative values of
the indicators have anything to do with "dominating the ranking". Maybe I
am missing something; please explain further if I am.
Thanks for your response and considering my issue.
Ken
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Ed Hoopes
Sent: Sunday, July 06, 2008 1:40 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Paul Ho: Memory Challenges with Great Ranking Tool
- Corrigendum (?)
You might want to consider the relative values of your two ranking
indicators.
ROC is the % rate of change over the last 14 days - for most stocks that
number would be fairly small.
On the other hand RSI swings from 0 to 100.
So when you sum RSI and ROC, I think in most cases RSI will dominate the
ranking.
Maybe it would be better to multiply RSI by a weighting factor to get its
value to be more equal to ROC, unless you intend to have RSI dominate the
rank, of course.
Ed
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