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Value ref

rank

Cross-sectional rank of source among the universe's symbols on the current bar, 0 to 1.

The lowest symbol reads 0, the highest 1 (mid-rank for ties). With fewer than 2 symbols holding a value there is no rank: it is absent, so a comparison over it is unknown (not 0.5). source is evaluated once per symbol; it cannot carry a symbol and cannot contain another cross-sectional operand. Requires a universe or portfolio strategy with two or more symbols.

Example, the top tercile of the universe by 20-bar rate of change: {"kind": "rank", "source": {"kind": "indicator", "indicator": "roc", "period": 20}} compared with > 0.66.

Backing types

RankValueRef

Required fields

None.

Optional fields

None.

Backing types

The IR ValueRef classes this builder field resolves to.

RankValueRef
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