|
PureBytes Links
Trading Reference Links
|
<FONT face="Comic Sans MS"
size=2>Jayson,
<FONT face="Comic Sans MS"
size=2>
Thats ok,
its one of those things where you start out to write just an outline and by the
time your finished its just as easy to complete it and its something that I will
use later too. I'm sure others could put this to use as well.
<FONT face="Comic Sans MS"
size=2>
If you
want to limit your scan to Watchlist 5 then you can change the code
from:
<FONT face="Comic Sans MS"
size=2>
<FONT face="Comic Sans MS"
size=2>this
<FONT
face="Comic Sans MS" size=2>oAA.Filter( 0, "market" ) =
2
<FONT
face="Comic Sans MS" size=2>
<FONT
face="Comic Sans MS" size=2>to this
<FONT
face="Comic Sans MS" size=2>oAA.Filter( 0, "watchlist" )
= 5
<FONT face="Comic Sans MS"
size=2>
That will
have to effect of running the AFL on watchlist 5.
<FONT face="Comic Sans MS"
size=2>
<FONT face="Comic Sans MS"
size=2>Regards,
<FONT face="Comic Sans MS"
size=2>William
<FONT face="Comic Sans MS"
size=2>
Here is
the detail from the Amibroker readme. If you have any more question just
ask.
<FONT face="Comic Sans MS"
size=2>
full control over AA window via new OLE/COM interface:Analysis
object (accessible via Broker.Application.Analysis)Methods:-
Backtest(); - runs backtest - Explore(); - runs exploration- Scan(); -
runs scan- Optimize(); - runs optimization- bool Report( FileName:
String ) - saves report to the file or displays it if FileName = "" - bool
Export( FileName: String ) - exports result list to CSV file- bool
LoadFormula( FileName: String ) - loads AFL formula- bool SaveFormula(
FileName: String ) - saves AFL formula- bool LoadSettings( FileName: String
) - loads backtest settings- bool SaveSettings( FileName: String ) - saves
backtest settings- ClearFilters() - removes all filters
Properties:- long ApplyTo - defines apply to mode: 0 - all
stocks, 1 - current stock, 2 - use filter- long RangeMode - defines range
mode: 0 - all quotes, 1 - n last quotes, 2 - n last days, 3 - from-to date-
long RangeN - defines N (number of bars/days to backtest)- DATE
RangeFromDate - defines "From" date- DATE RangeToDate - defines "To"
date- Filter( nType: short, Category : String ) - sets/retrieves filter
settingnType argument defines type of filter 0 - include, 1 -
excludeCategory argument defines filter category:"index", "favorite",
"market", "group", "sector", "index",
"watchlist"ExamplesClearFilters(); //
clear all filters firstFilter( 0, "index" ) = 1; // include only
indicesFilter( 1, "market" ) = 2; // exclude 2nd
marketFull Example for Windows Scripting
Host:========================================
/* create AB object */AB = new
ActiveXObject("Broker.Application");
/* retrieve automatic analysis object */AA =
AB.Analysis;
/* load formula from external file
*/AA.LoadFormula("afl\\macd_c.afl");
/* optional: load settings *///
AA.LoadSettings("the_path_to_the_settings_file.abs");
/* setup filters *//* backtest over symbols present in
market 0 only (zero-based number) */AA.ClearFilters(); AA.Filter( 0,
"market" ) = 0;
/* set apply to and range */AA.ApplyTo = 2; // use
filtersAA.RangeMode = 0; // use all available quotes
/* run backtest and display report
*/AA.Backtest();AA.Report(""); // empty file name means display
report
<FONT face="Comic Sans MS"
size=2>
watchlist
<FONT face=Tahoma
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: February 6, 2003 9:25
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Jayson: add stock to wachtlist via AFL-code
<SPAN
class=384211905-07022003>William,
<SPAN
class=384211905-07022003>
Wow! I
did not expect you to go to the trouble of writing the whole script out. Thank
you so much!
<SPAN
class=384211905-07022003>
I
adjusted the AFL to limit the exploration to a given watchlist using
filter=inwatchlist(5) but if I understand you correctly the line
<SPAN
class=384211905-07022003>
<FONT face="Comic Sans MS"
size=2>oAA.Filter( 0, "market" ) = 2 filters the
exploration to Market=2. Is that correct and if so to scan only a given
watchlist would I simply eliminate that line or do I need to modify it to meet
either the specific watchlist or group 255 for the whole
database?
Thanks for your help
<FONT face=Arial
color=#0000ff size=2>Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: William Peters
[mailto:williampeters1@xxxxxxxxxxxx]Sent: Thursday, February 06, 2003
11:48 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Jayson: add stock to wachtlist via AFL-code
<FONT face="Comic Sans MS"
size=2>Jayson
<FONT face="Comic Sans MS"
size=2>
You will
also have to make a few little changes to the vbs file to suit your specific
requirements.
Look for
these lines and change as required:
<FONT face="Comic Sans MS"
size=2>
<FONT face="Comic Sans MS"
size=2>oAA.Filter( 0, "market" ) = 2
' set
apply to and range oAA.ApplyTo = 2 '// use filtersoAA.RangeMode = 2 '//
use all available quotes
<FONT face="Comic Sans MS"
size=2>
<FONT face="Comic Sans MS"
size=2>Regards
<FONT face="Comic Sans MS"
size=2>William
<FONT face="Comic Sans MS"
size=2>
<FONT face="Comic Sans MS"
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: William Peters
[mailto:williampeters1@xxxxxxxxxxxx]Sent: Thursday 6, February 2003
8:43 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Jayson: add stock to wachtlist via AFL-code
Hi
Jayson,
<SPAN
class=531083004-07022003>
Ive
created a routine that is run outside of Amibroker (just double-click the vbs
file, its simular to a jscript file). There is also a sample afl file you will
have to customise that will be the basis of your sector to watchlist code, you
must put this AFL file in your Amibroker **Database** directory before running
the code.
<SPAN
class=531083004-07022003>
So the
steps are:
<SPAN
class=531083004-07022003>
1 Place
the "MyAFLFormula.afl" file in the relevent Amibroker *Database*
directory
2
Customise the AFL code to suit your requirements and save.
3 Place
the "RunAFLExplore.vbs" file in your Amibroker Scripts directory and double
click to run.
<SPAN
class=531083004-07022003>
<SPAN
class=531083004-07022003>There are many other things you could do with this
type of code, the sky is the limit when you think about it.
<SPAN
class=531083004-07022003>
<FONT
face="Comic Sans MS" size=2>If you have any
questions please fire away.
<SPAN
class=531083004-07022003>
<SPAN
class=531083004-07022003>Regards,
William
Peters
ps. <FONT
face="Comic Sans MS" size=2>There might be a way
to run the whole thing from inside of Amibroker, i'll think about
that.
<SPAN
class=531083004-07022003>
<SPAN
class=531083004-07022003>
<FONT face=Tahoma
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Thursday 6, February 2003 7:44
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
add stock to wachtlist via AFL-code
<SPAN
class=313363915-06022003>William,
could
you elaborate? Spefically what I would like to do is run a basket of stocks then
assign the results to specific watch lists based on thier Sector assignments. So
from the list of say 500 stocks send all the Cap goods candidates to watchlist
"A", the Retail Candidates to watchlist "B" etc.
<SPAN
class=313363915-06022003>
<SPAN
class=313363915-06022003>TIA
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: William Peters
[mailto:williampeters1@xxxxxxxxxxxx]Sent: Thursday, February 06, 2003
12:51 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] add stock to wachtlist via AFL-code
<FONT face="Comic Sans MS"
size=2>Stephan,
You could
do it via the AA window using AFL and jscript or vbscript.
<FONT face="Comic Sans MS"
size=2>
<FONT face="Comic Sans MS"
size=2>Regards,
<FONT face="Comic Sans MS"
size=2>William
<FONT face="Comic Sans MS"
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Thursday 6, February 2003 6:34
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
add stock to wachtlist via AFL-code
<SPAN
class=054542914-06022003>Stefan,
I do
not believe there is though it would save me a lot of time updating on a weekly
basis. AB is like the weather in New England ( Eastern US)....If you don't like
it just give it a minute, it will surely change....
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Schellhaus Stefan
[mailto:stefan.schellhaus@xxxxxxxxxxx]Sent: Thursday, February 06,
2003 3:42 AMTo: 'amibroker@xxxxxxxxxxxxxxxx'Subject:
[amibroker] add stock to wachtlist via AFL-codeGood
Morning Everybody,is it possible to add a stock to a watch list via afl-code
in the automaticanalyser ?Best regards Stefan
Yahoo! Groups Sponsor
ADVERTISEMENT
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|