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I did a similar exercise some time ago. Once I had all the individual
variables optimised I used this in the AA scan formula for variable x1.
I suggest you not try to do too many stocks or variables as it gets
extremely time consuming, tiring and you end up with silly mistakes. I
put all the optimised results into a spreadsheet and then used
concatenate (or &) function to append everything together into lines I
could copy/paste direct into Amibroker AA.
x1 =
(name()=="AMP")*11+(name()=="ANZ")*6+(name()=="BHP")*14+(name()=="CBA")*
9+(name()=="NAB")*6+(name()=="QAN")*5+(name()=="RIO")*8+(name()=="TLS")*
10+(name()=="WBC")*4+(name()=="WOW")*2+(name()=="WPL")*7+(name()=="XJO")
*12;
Cheers,
Graham
-----Original Message-----
From: ajfazli <ajfazli@xxxxxxxxx> [mailto:ajfazli@xxxxxxxxx]
Sent: Wednesday, 5 February 2003 8:04 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Auto analyzer task
Folks,
i am trying to have the AA optimize stock one by one and determine
the best value for a given period and then see if any buy/short
signal today and dump it into a report. Sounds like a large task, but
has anybody attempted this or done parts of it? can you help?
Thanks in advance.
Amir
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