StockFetcher Forums · Filter Exchange · Ranking -- This week vs. last week<< >>Post Follow-up
glgene
616 posts
msg #126610
Ignore glgene
1/6/2016 5:50:23 AM

Is it possible to do multi-period rankings of stocks in a watchlist?

I'm thinking of tracking the performance of a few primary S&P 500 Sector ETFs, based on a performance sorting routine (ROC 1 week), I would like the output to look something like this:

Lastwk, Thiswk, Sym, ROC(5)%
2 ............... 1 ..... XLK....2.35
1.................2 ..... XLP.....2.28
3................ 3...... XLV......2.20
4.................4...... XLI......1.95
6.................5...... XLU.....0.98

And so on (these are made-up numbers above just to show you my concept). As you can see, I sorted on ROC(5), and I included the corresponding ranking number on the "Thiswk" column. But how to show both the "Thiswk" and "Lastwk" corresponding ranking numbers (1 thru 9, for example)? I put the dots there (.) merely as an alignment feature in this write-up; I know the dots would not be present in the final output.

Is this doable in StockFetcher? Sure hope so!

Gene in FL



glgene
616 posts
msg #126721
Ignore glgene
1/14/2016 5:26:03 AM

Kevin,

Since you are the Maestro here (that's a compliment), is my ranking question in this thread doable with StockFetcher scripting, covering "multiple" time periods, such as...

13 wks. ago... 4 wks. ago...2 wks. ago... Last week (past 5 days)

Gene in FL

Kevin_in_GA
4,599 posts
msg #126725
Ignore Kevin_in_GA
1/14/2016 12:01:16 PM

Here is how I code for a ranking of key asset classes (SPY, IWM, AGG, EFA) over a specified time frame. This base code should meet your needs. If you want to look at ranking the previous week, just set up a second set of user defined variables that have "1 week ago" at the end.

Fetcher[

set{var1,WEEKLY ROC(14,1)}
set{var1a, IND(SPY, var1)}
set{var1b, IND(IWM, var1)}
set{var1c, IND(EFA, var1)}
set{var1d, IND(AGG, var1)}

ADD COLUMN WEEKLY ROC(14,1) {14 week performance}

SET{RANK1A, COUNT(var1 is above var1a,1)}
SET{RANK1B, COUNT(var1 is above var1b,1)}
SET{RANK1C, COUNT(var1 is above var1c,1)}
SET{RANK1D, COUNT(var1 is above var1d,1)}
SET{RANK1E, RANK1A + RANK1B}
SET{RANK1F, RANK1C + RANK1D}
SET{RANK1G, RANK1E + RANK1F}
SET{RANK, 4 - RANK1G}
ADD COLUMN RANK {current rank}


SYMLIST(IWM,EFA,SPY,AGG)
ADD COLUMN SEPARATOR
SORT ON COLUMN 5 DESCENDING
chart-display is weekly
CHART-TIME IS 26 WEEKS
]




glgene
616 posts
msg #126726
Ignore glgene
1/14/2016 1:02:59 PM

Thanks much, Kevin...

The ranking info, incorporated within your script, is precisely what I'm talking about. Great! I need ~4 interval periods, so let me begin work. You have shown me the way. I'll report back with my work-in-progress as I proceed; I'm sure it will need some help along the way. You are the Maestro... I am not.

Gene in FL

StockFetcher Forums · Filter Exchange · Ranking -- This week vs. last week<< >>Post Follow-up

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