Ok - I understand the RANK function in Excel. So, let's say you have 3 columns - Column 1 - Stochastic, Column 2 - RSI, Column 3 will hold the sum of the two. You want to Rank Column 1 to find the order of the positions, then Rank Column 2 to find the order of that column. Then, finally, add the columns in order - so add the #1 rank from column 1, and the #1 rank from column 2, add the #2 rank from column 1 and the #2 rank from column 2, etc.
Am I interpreting this correctly? --- In [email protected], Ken Close <[EMAIL PROTECTED]> wrote: > > Droskill: Thanks for your suggestion. I did not explain exactly what I > am trying to accomplish, so this is a little away from my objective. > > As I put in another reply (to Tomasz) on this subject, > > "What I need to achieve is equivalent to using the Excel Function RANK, > which allows the specification of a Range (a column for say, stochastics for > 100 funds), then getting in another column the Ordinal Position of that > ticker relative to all others for the result of stochastics. Then, another > column might have an indicator, say RSI14, and another column using RANK > that shows the Ordinal Position of each RSI value for all tickers. I then > take a final column and say, sum the two ordinal values for each ticker to > get a Master Ranking column. My situation is more complex than this (more > columns and a more complex combining method) but this is the basic idea. > > This can all be done in Excel, but a tremendous labor saving step is to > accomplish it all in AB. Imagine trying to do this on 1000s of stocks on a > daily or even hourly basis." > > Thus, I am left with trying to manipulate the various columns, perhaps with > an ATC for each column, but the looping I envision will be necessary will > likely make this kind of an approach too slow. > > Another way to get to a master ranking of ordinal positions of two or more > indicators is to take each indicator and multiply them together for each > ticker (RSI times stochastics times etc) and use the overall product as a > ranking "score". However, the Ordinal Position for each intermediate > indicator has appeal in a display that others look at, even as all issues > are sorted by this so-called MasterRanking parameter. Thus this > multiplication route, while it "might" work, loses some functionality from > the overall output. > > I appreciate you making the suggestion. Any other ideas? > > Ken > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of droskill > Sent: Friday, May 09, 2008 5:19 PM > To: [email protected] > Subject: [amibroker] Re: Greybeard Topic - Sorting and Ranking Arrays > > I'll take a different tact - let me assume you just want to display the > ranking on the screen rather than a backtest - so that's an Exploration. > > Here's quick sample Exploration - I'm not saying there is any value to these > measurements - they are for demonstration only. > > MAShort = MA (C,20); > MALong = MA (C,100); > PS = ROC(C,250); > MAps = MA(PS,50); //Do a calculation based on another number > > BuySignal = MAShort > MALong; > SellSignal = MAShort < MALong; > > Filter = Status("lastbarinrange"); //Filter to only show last bar AddColumn( > BuySignal,"Buy"); AddColumn( SellSignal,"Sell"); AddColumn( C, "Close"); > AddColumn( MAShort,"MAShort"); AddColumn( MALong,"MALong"); AddColumn( > PS,"PositionScore"); AddColumn( MAps,"MA of PS"); SetSortColumns(-3); //this > sets the sorting column > > --- In [email protected], "Ken Close" <ken45140@> wrote: > > > > It has been fun to search the yahoo archives back to 2002 and see > names of a > > lot of the original folks who got on the Amibroker bandwagon back in > > the early days, many of whom are no longer around (at least not > > posting like they used to). Boy, how the program has evolved and > > improved over these many years. > > > > I was looking back there in the archives for messages on the Osaka > Plugin > > (which is still on my hard drive since 2002 but which I have never > used). > > Maybe now...... > > > > I have a need to take a watchlist and position rank several columns of > > calculations and determine the postion rank of the ticker for that > > calculation; then do the same for another column (calculation), get > > the position rank for that additional column, and then combine the > > position ranking numbers for the columns for each ticker, sort of to > > get a Master ranking parameter. > > > > My question is: what new features in AB might help accomplish this? > Surely > > the Osaka Plugin (2002 vintage) is not the only way to do what I > want. I > > have not really studied nor used Static and Dynamic variables---is > this the > > set of commands that I would use with looping to get position ranks of > > a watchlist? > > > > I did find and just tested some code from the Library which used > just these > > tools (variables and looping) and it was painfully slow and would > not really > > work for the application I have in mind. I am uncertain if the code > in that > > example can be modified to make it faster. > > > > Any suggestions about this age-old question/problem, given the many > advances > > of Amibroker since 2002?? > > > > Thanks for any ideas (the more specific the better). > > > > Ken > > > > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to SUPPORT {at} > amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > > No virus found in this incoming message. > Checked by AVG. > Version: 8.0.100 / Virus Database: 269.23.14/1425 - Release Date: 5/9/2008 > 12:38 PM >
