Yes. The same notorious copy-paste coding bug.
Marco - I just tried another factor, this time Sector with ChaikinAD(20). https://www.portfolio123.com/app/ranking-system/248712
You can see the results below.
I think each one of these needs to be tested. Perhaps some people from the community can pitch in? Its better to get the bugs out of the way before models get unleashed.
Marco - is it difficult to expand the Sector factors i.e. include fundamentals?
Steve
I have these 2 rules in the screener for the universe.
HighValBar(120,0,#industry)<=25
Close(0,#industry) > SMA(40,0,#industry)
The universe shows a total of 169 stocks with those 2 rules included.
When I run the sim with this universe it returns: “No stocks were ranked. Empty universe found.”
Something does not work here. If I remove these rules from the universe and include them in the buy rules then the sim works perfectly ok.
Steve, not every TA function are available for industries and sectors. Only the ones with a series parameter for now. ChaikinAD should not be displayed in the sector node reference and give an error when used.
Geov, It works but your rules are too restrictive. Systems do not allow empty universes. Try loosening up the universe rules
Marco, the rules are not too restrictive. As I said the universe still shows 169 stocks. So why are they not ranked?
Marco - I assume ChaikinAD will be taken out then?
Marco,
In a rankings system are industry formulas (industry versus other industries) the same as FMedian(“…”, #Industry) in a regular stock formula?
Geov, at some point in time there are no stocks.
Steve, we’ll see if we add it. It involves volume, which we calculate. I want to do a visual inspection w/a chart before
Chipper, No. In Industry nodes the percentiles are uniformly distributed (assuming no NA’s), FMedian in a Stock node the rank “steps” will vary with # of stocks in each industry
Marco - I’m not concerned about adding ChaikinAD, other than it shouldn’t be listed if it generates an error. Thanks for removing the function BTW.
What I would like is to see the addition of fundamental factors for Sector, same as already exists for Industry. Not urgent, but I prefer to work at the sector level as opposed to the industry level.
Thanks
Steve