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Re: [amibroker] NASDAQ/NYSE Stock Screen



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Update:  the discrepancy between the QP Scan 
and the AB scan is, at least partially, a result of the AB selection not 
discriminating against Warrants, ADRs, preferred etc. Looking at my QP scanI 
actually did ask for only "Common" which likely explains the reduced set 
etc.
 
I just ran a AB scan, restricting the filter to 
market=nasdaq, and group=stocks, and found yet another set of data - this with 
3888, vw 4184 for the previous AB scan with only market filtered.  This 
change is a result of some stocks not being listed as "stocks", e.g. AAPL shows 
as Group 255 for me.  I suspect with the proper inspiration, and the 
great new help in AB one could write a macro to clean up the 
information.
 
Cheers,
 
Richard
 
---- Original Message ----- 
<BLOCKQUOTE 
>
<DIV 
>From: 
Richard 
Alford 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Sunday, April 28, 2002 7:14 
PM
Subject: Re: [amibroker] NASDAQ/NYSE 
Stock Screen

I did not filter the scan, however they are the 
stocks is QP2 and I think qp2 does some selection but I don't know what that 
may be.  Actually, I think I included the exact scan I used in the 
previous communication.
 
I just realized, thanks to the 
WONDERFULLY IMPROVED HELP IN 4.0!  (Yelling intentional 
:) ) that you can do something similar in AB by defining a filter for the 
"market".  I am currently doing a Exploration in AB with the following 
code - crude but it appears to work.
------------

Filter = Close ><FONT color=#ff00ff 
size=1>0;NumColumns=<FONT color=#ff00ff 
size=1>1;Column0=<FONT color=#0000ff 
size=1>MarketID(<FONT color=#ff00ff 
size=1>1);-----
... finished.
It took significantly longer than the QP2 scan, a 
little less than 5 min, but that is probably to be expected.  
Surprisingly, the AB nasdaq file had some 4182 symbols, whereas the QP2 had 
3767 symbols.  Some may be explained by the recent number of disappearing 
stocks - ENE, WBC etc, however, I don't find those on either list.
Cheers,
Richard
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Avcinci 

To: <A title=amibroker@xxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 28, 2002 6:27 
PM
Subject: Re: [amibroker] NASDAQ/NYSE 
Stock Screen

Thanks so much, Richard. The text files you sent contained a totalof 
5605 tickers when combined. Certainly, there are more than that in the NYSE 
and NAZ. Before you created these files, did you do a further filter? 
 
Regards,
Al V.
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
<A title=richard.alford@xxxx 
href="">Richard Alford 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 

Sent: Sunday, April 28, 2002 7:06 
PM
Subject: Re: [amibroker] NASDAQ/NYSE 
Stock Screen

One solution is to do a QP2 scan for 
example,
Output="NYSE.txt";
IssueType = 
common;Exchange=NYSE;        
//AMEX,NASDAQ; // with the appropriate choice
println symbol;
 
and subsequently import the result into a 
watch list in AB to use as a filter. Of course you could also exclude 
thinly traded stocks if you choose.
 
I took the liberty of attaching the results 
for the NYSE & NASDAQ.
 
Cheers
 
Richard
 
 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
<A title=avcinci@xxxx 
href="">avcinci 
To: <A 
title=amibroker@xxxxxxxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 

Sent: Sunday, April 28, 20025:51 
PM
Subject: [amibroker] NASDAQ/NYSE 
Stock Screen
Hi, All:Sorry in advance for this brain warp 
because the question certainly has been asked before, but I can't 
remember the answer, I don't know how to search for it, so I'm going 
to ask it again. I use QP2 as my data source, so I have over 9000 
stocks in my database (and of course there's all those indices and 
mutual funds, too). I'd like to limit the stocks I scan to only 
those belonging to the NASDAQ and the NYSE (not the AMEX or any 
other exchange). I know how to further filter on things like volume, 
price, etc., but how do I limit my universe to only those in the 
mentioned exchanges? Thanks, folks. I'm sure as soon as I pressthe 
send button, the answer will dawn on me. Al 
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