PercentRank

Modified on 2010/07/30 07:20 by Eugene — Categorized as: Community Indicators

Syntax


public PercentRank(DataSeries ds, int period, string description)
public static PercentRank Series(DataSeries ds, int period)

public PrcRank(DataSeries ds, int period, string description)
public static PrcRank Series(DataSeries ds, int period)

Parameter Description

ds	DataSeries
period	Lookback period

Description

Returns percent rank of the current element of the DataSeries within all elements over the specified period. Matches Excel's function.

There exist 2 implementations: PercentRank courtesy DartBoardTrader (Michael Bytnar), PrcRank courtesy avishn (Andrew).

Example

The following example will compare the 2 implementations of PercentRank:

using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using Community.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			PercentRank pr = PercentRank.Series(Close,252);
			PrcRank pc = PrcRank.Series(Close,252);
			
			ChartPane p = CreatePane( 30,true,true );
			PlotSeries( p, pr, Color.Red, WealthLab.LineStyle.Solid, 1 );
			PlotSeries( p, pc, Color.Blue, WealthLab.LineStyle.Solid, 1 );
		}
	}
}