RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

#PercentRankN

 

 

 

 

Category

Cross-Sectional Functions

Description

For each date, evaluates a formula for each symbol, calculates the percent rank of each symbol's value among all symbols on that date, determines which symbol has the specified percentile, and stores that symbol's formula value in the data array for every symbol.

Syntax

#PercentRankN(pctl) formula

Parameters

pctl - rank percentile (cannot be an expression or formula)

Notes

The largest value will have a percent rank of 100, the lowest value 0, and the others will be distributed evenly between those extremes.

Example

PriceWith50thPctlToday: #PercentRankN(50) Close

Notes

If the formula result is nan (not a number -- unable to calculate) then that stock is not included in the ranking list (reducing the total count) and its rank value would be nan as well.

 

 

 

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