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                                                   Ranking System - Intraday support

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chaz
2012-09-10 00:42:22


Hi QS,
Could you elaborate how the Ranking system can be used to support intraday data?

In QS 2.9.2 release notes it was said:
the Ranking system support for intraday periods

You can now create ranking systems based on intraday data.
- Select "Analysis -> Ranking System Manager"
- Create a ranking system
- Click on "Analyze Ranking System"
- Select "Symbols & Periods"
- Choose an intraday period next to "Select a time frame"

Two questions:
My Intraday DB has 1min data
Does that mean that when I create RS_name-xx it will use timeframe as specified by Trading System that it is incorporated in
or it will only use Iday data when I run 'Analyze' standalone ?
If I use formula rsi(14) & timeframe 30min - what data is used to calculate result of formula?

Please provide more detail explanation so it will save us time back testing to discover proper usage .

Thx,
Chaz


QuantShare
2012-09-10 13:56:01

  0

Best Answer
If you use a ranking system (RS) in a trading system (TS) then the calculation of the RS will be based on the time frame specified in TS.


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