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Registered User
Joined: 12/15/2004
Posts: 11
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Hello,
Can you make me a block that limits the scan to a set number of results. For example, I want a strategy that, only the top 3 stocks are returned for the scan results. The number I would like to be variable.
I have tried the rank strategies that are in blocks, but no matter what setting I chose, I will sometimes get more or less results for the scan. I am not sure why that is, maybe because it is being compared to the Nasdaq 100.
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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The Rank vs List (Raw Rank) Block can (and will) return the same Rank for multiple symbols with same value (ties). There also appears to be an issue where in some circumstances it will return a tie for symbols not returning the same value.
I've attached the Workspace we will be using to test the issue. If you want to take a look, please save the attached .bWorks file to the following folder:
\My Documents\Blocks Files\Workspaces
You can then open the Workspace via your FILE menu (Open Workspace then My Computer).
You can use QuickEdit to adjust the settings or view the Block Diagrams.
It will normally return 3 results for each date, but will occassionally return 4 results instead.Attachments:
Chris26820.bWorks - 75 KB, downloaded 518 time(s).
-Bruce
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Registered User
Joined: 1/30/2005
Posts: 4
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Hi Bruce,
I also have been trying to get Rank vs List (Raw Rank) to work, and think I am running into the "isssue" you mentioned . My list only contains 9 symbols so it is much easier to eyeball the results. In addition it would be highly unusual for duplicates to exist. I have added "1" to the rank output before sending to the column for viewing, so I would expect to see 1 through 9 in that column. I also created a column showing the data that is being ranked, so can easily see if there is a duplicate (there is not).
The results I am seeing is 1 through 8 with two duplicate "8"s. This must be the issue you were refering to.
I wanted to reverse the order so that "1" was the best. To do this, I multiplied the input to the Rank block by "-1". I had expected the ranking noted in the previous paragraph to simply invert, however that was not the case. I ended up with duplicate "2"s rather than "1"s. The Rankings revised simply by multiplying the input by "-1".
Any headway on getting the Rank vs List (Raw Rank) working properly? If you need my data for another example let me know.
Long & Strong
DasMaus
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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dasmaus,
The item that is duplicated appears to be random. If you run the same scan on multiple computers or even on the same computer at different times, the items with the same raw rank will frequently be different.
I do not believe we need any additional examples at this time.
-Bruce
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