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The code as written will rank symbols by the combination of the sum of roc
and rsi. This is just for illustrating the coding technique. You have to
first come up with a series of indicators you believe result in "good"
symbols. Second, you have to have enough understanding of the code that you
substitute those new indicators for the ones in the demonstration code. So,
say you believe ROC is a good one (higher ROC in a period is "good".
Perhaps you also believe that low standard deviation is also "good". Thus
you would leave the ROC in the code and change the RSI to a standard
deviation indicator. The number of tickers in a watchlist does not matter
to the formula---it is applied to all symbols in a watchlist.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of rijnaars
Sent: Thursday, July 17, 2008 1:24 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: What a Great Ranking Tool
Can anyone help me here which parameters should i adjust for running it on
my watchlists. I don not know where adjustments to my watchlists should be
done if i for instance have a watchlist of 11 tickers where should i adjust
this in the formula?
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <ken45140@xxx> wrote:
>
> 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.
>
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