How to create a method to rank a series?
Author: mikesblack
Creation Date: 7/26/2010 10:19 PM
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mikesblack

#1

7/26/2010 10:19 PM

Hi Eugene and Robert,

How would I be able to give a rank or order value to a data series. I was thinking about indicator values such as ROC, RSI, etc. on a rolling basis.

Thanks.
Mike
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Eugene

#2

7/27/2010 1:04 AM

Check out PercentRank in Community.Indicators. In the next revision, an improved version (PrcRank) will be included: source thread.
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mikesblack

#3

7/27/2010 11:53 AM

If I were to create a dataseries, e.g. percentrankroc, would this be the correct format?
CODE:
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Eugene

#4

7/27/2010 12:07 PM

Right.
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mikesblack

#5

7/28/2010 12:28 AM

Thanks.
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