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Hello,
It is possible to exclude top-N signals (exactly what you are asking for) and it was described in the
Houston2 presentation (see Example 3: Mid-level excluding top-N-signals in rotational mode)
http://www.amibroker.com/docs/Houston2.ppt (powerpoint)
http://www.amibroker.com/docs/Houston2.pdf (PDF)
http://www.amibroker.com/docs/Houston2.html (Flash)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "whitneybroach" <WhitneyBroach@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 07, 2009 12:31 AM
Subject: [amibroker] BestRankHeld
> Tomasz,
>
> Any problem implementing "BestRankHeld" in SetOption?
>
> When combined with WorstRankHeld, enables selection of a range of acceptable rank values. As an example, stocks could be selected
> from the 2nd quartile instead of the 1st quartile of a list.
>
> Fund managers who do this sometimes find better results than using the very top of their ranking lists. Sounds strange, but true.
>
> Another way to implement is RankPctTop and RankPctBottom, where RankPctTop would mean "Enter anything lower than the top X% of the
> list" and RankPctBottom would mean "Enter anything higher than the top X% of the list." In this view, % is of the count of the
> list members, not of the Rank value.
>
> Example:
>
> PositionScore = something;
> SetOption( "RankPctTop", 15 );
> SetOption( "RankPctBottom", 65 );
>
> Candidates Rank
> 10
> 9
> 8
> 7
> 6
> 5
> 4
> 3
> 2
> 1
>
> Selected candidates: 8, 7
>
> Perhaps sample code already exists for this idea?
>
> Best regards,
>
>
>
> ------------------------------------
>
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>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
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SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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