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Pipeline Factors: Are we able to add limits? (Max/Min)

Hi,

I'm trying to calculate a relative factor within pipeline as an example the following: -
Price_Strength = Price/MvgAvrg

However, I'd like to put an upper limit to the output of the factor above. I'm aware I can add a mask, however, a mask will completely eliminate an outlier. I'd rather limit the value of the factor calculated so that it doesn't move the normalization technique too much while at the same time doesn't completely eliminate the asset...

Hopefully someone can help me!
Nadirsh.

3 responses

Anyone know the answer to this question?

Sorry to keep bumping this, but it has be really stumped. Does anyone know how to limit the "value" a factor takes such that it doesn't skew the results when including it in multiple factors comparisons?