Meeting the Relatives
Author: wycan
Creation Date: 12/23/2009 8:34 AM
profile picture



Trying to determine if there is a way WL can identify relatives, relative to every other stock in the market .. below are a couple of examples

How can one determine top 10% of the stocks in the stock market that have the highest ROE, by date ?


Idenfity the top 5% that have the strongest relative strength as defined by the formula Close(0)/Close(126), by date ?

Is the above possible with WL ? thx
profile picture


In the manner of a rotational system. See "RSI Rotation" in the "Symbol rotation" folder.

See this FAQ re: I need other rotation rule other than the built-in RSI. And your DataSeries as per #2 would be:
Please log in to see this code.

Where period = 126.

If your DataSet has 100 stocks, setting the number of symbols to 10/5 identifies the percentage accordingly.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).