Hi all,
I have encountered an unusual problem with the ranking output column from an Exploration. Everything is okay with the ranking for the initial Exploration:
The ranked column is correctly sequentially numbered 1-20. However, switching to a different watchlist alters the output in this column such that the numbers are NOT sequential:
The values are properly in descending order but the numbers in the rank column contain skips so that the lowest rank is number 31 instead of 16.
The issues resolves itself with an Amibroker restart but only for the initially selected watchlist; switching to a different one causes the rank column to go a bit wacko.
I have included the full code below and would appreciate it if someone could help me to understand what is causing this anomaly.
_SECTION_BEGIN("btSlopeRsTest");
//===== Detect Watchlist ==============
wlnumber=GetOption("FilterIncludeWatchlist");
watchlist=GetCategorySymbols(categoryWatchlist,wlnumber);
NumberOfSymbols=StrCount(watchlist,",") + 1;
NoS=NumberOfSymbols;
//===== Parameter Inputs ==================================
sloFactor=ParamList("SlopeFactor","0.20|0.40|0.60|0.80|1.00",2);
sloFactor=StrToNum(sloFactor);
//colorMode=ParamList("ColorMode","Dark|Light",0);
///////////////////////////////////////////////////////////
// Symbol Ranking //
///////////////////////////////////////////////////////////
if (Status("stocknum")==0)
{
StaticVarRemove("sum*"); StaticVarRemove("ret*");
StaticVarRemove("si*"); StaticVarRemove("ri*");
StaticVarRemove("Rank*");
for (i=0; (symbol=StrExtract(watchlist,i)) != ""; i++)
{
SetForeign (symbol);
//===== Return of si ==========================
si=LinRegSlope(Close,89)*100;
//===== Return of ri ==========================
ri=Nz(-1+Close/Ref(Close,-144))*100;
ri=EMA(ri,3);
//===== Return of zi ==========================
zi=(si * sloFactor) + (ri * (1.0-sloFactor));
RestorePriceArrays();
StaticVarSet("si"+symbol,si);
StaticVarSet("ri"+symbol,ri);
StaticVarSet("zi"+symbol,zi);
}
///////////////////////////////////////////////////////
// Generate Ranks //
///////////////////////////////////////////////////////
StaticVarGenerateRanks("Rank","si",0,1224);
StaticVarGenerateRanks("Rank","ri",0,1224);
StaticVarGenerateRanks("Rank","zi",0,1224);
}
///////////////////////////////////////////////////////////
// Get Static Variables //
///////////////////////////////////////////////////////////
symbol=Name();
si=StaticVarGet("si"+symbol); RankSi=StaticVarGet("RankSi"+symbol);
ri=StaticVarGet("ri"+symbol); RankRi=StaticVarGet("RankRi"+symbol);
zi=StaticVarGet("zi"+symbol); RankZi=StaticVarGet("RankZi"+symbol);
///////////////////////////////////////////////////////////
// Specify Columns for Exploration //
///////////////////////////////////////////////////////////
Filter = 1;
if ( Status( "actionex" ) == actionExplore )
{
fgColor=ColorRGB(50,50,50);
siColor=IIf(si>0,ColorRGB(123,177,117),colorRGB(217,175,182));
riColor=IIf(ri>0,ColorRGB(107,179,140),ColorRGB(201,122,140));
ziColor=IIf(zi>0,colorSeaGreen,ColorCustom1);
///////////////////////////////////////////////////////////
SetOption("NoDefaultColumns",True);
siNegColor=
IIf(si>0,ColorRGB(123,177,117),colorRGB(217,175,182));
riNegColor=
IIf(ri>0,ColorRGB(107,179,140),ColorRGB(201,122,140));
ziNegColor=
IIf(zi>0,ColorRGB(107,179,140),ColorRGB(201,122,140));
SetSortColumns(-7);
AddTextColumn(Name(),"TestRank",1.0,-1,-1,55);
AddColumn(DateTime()," ",formatDateTime,-1,-1,85);
AddColumn(si,"(Slope)",1.4,fgColor,siColor,60);
AddColumn(RankSi," ",1.0,ColorDefault,colorDefault,25);
AddColumn(ri,"(RS )",1.4,fgColor,riColor,60);
AddColumn(RankRi," ",1.0,colorDefault,colorDefault,25);
AddColumn(zi,"(zi)",1.4,fgColor,ziColor,60);
AddColumn(RankZi," ",1.0,colorDefault,colorDefault,25);
AddTextColumn("",".",1.0,colorDefault,colorGrey50,3);
AddTextColumn(FullName(),"Full Name",0,-1,-1,290);
}
_SECTION_END();
