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[amibroker] Re: BestRankHeld



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Thanks!  (Obviously this Whitney needs to go to Houston.)

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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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> >
> >
>




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

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This group is for the discussion between users only.
This is *NOT* technical support channel.

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