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" <[email protected]> To: <[email protected]> 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, > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
