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danparquette
Feature Request: Ability to filter ranking systems at the composite level

Ability to set a filter at the composite level in ranking systems. It would act like a case statement. Filter rules would be written like a sim buy rule with only one per composite. Any stock that doesnt pass the filter gets the NA rank for that composite.
Example:
Valuation branch of a ranking system could contain composites for each sector.
IsTech composite (filter rule would be like "Industry=Tech" so only applies to Tech)
Add the best valuation factors for Tech
IsUtilities composite
Add the best valuation factors for Util
Add composites for all the sectors or industries you want to cover.

I think somebody posted a way to accomplish this, but I remember it being pretty complex.

Another way to use it would be when you have formulas that have values where the numerator and denominator both have values that can be negative or positive. You could create a composite for each condition ie If A>0 and B>0, If A>0 and B <0, etc. and have the appropriate formula for each case.

It would also be useful so you dont have to use eval statements to eliminate stocks. For example, if you were calculating something based on EPS and wanted those with negative EPS to be dropped, currently you use Eval to filter those out.
View the feature request here .

Dan

May 29, 2015 5:48:13 PM       
InspectorSector
Re: Feature Request: Ability to filter ranking systems at the composite level

See also https://www.portfolio123.com/mvnforum/viewthread_thread,6952#34369

May 29, 2015 7:37:12 PM