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Keith,
it depends on the first bar of your data.
My N100 set begins on Jan03, 2000 for all stocks. It makes easy to
run everyday, after importing new data, the
Filter=1;
AddColumn(Cum(1),"BARS");
for All stocks, n=1 last quotations.
The "BARS" result should be the same for all stocks.
If the starting date of your stocks is not the same, we shall find a
solution, just let me know.
I will repeat here : any attempt to create Composite tickers would
give FALSE results, if missing data exist in any stock of your
database.
Let us hope to see, someday, a permanent solution for this problem.
Until then, one of the most valuable Amibroker functions, the
AddToComposite(), is useless and it would be better to avoid ANY
trading application BEFORE repairing the existing holes.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Keith Bennett <kbennett@xxxx>"
<kbennett@xxxx> wrote:
> Dimitris,
>
> Thank you for the afl and for the helpful hints.
>
> What is the best way to check for "data holes"?
>
> Keith
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS
<TSOKAKIS@xxxx>"
> <TSOKAKIS@xxxx> wrote:
> > Keith,
> >
> > Certainly, paste in your AA the
> >
> > s1=IIf(RSI()>=0 AND RSI()<=100,RSI(),0);
> > values2 = s1;
> > AddToComposite(s1,"~SUMRSI","C");
> > AddToComposite(1,"~COUNT","V");
> > Buy=0;
> >
> > and scan your database for all stocks , all quotations.
> > Then the artificial tickers "~SUMRSI" and "~COUNT" will be
created
> > and automatically placed in Group253.
> > After the scan, you are ready to use the new "tickers" in any
> > amibroker window.
> > You should run the formula after the data update, to have the
> > new "ticker" values.
> > A hint BEFORE the scan : Your database should be free of holes
> > [missing data], else the artificial tickers have problems and are
> > practically useless.
> > The 3rd line adds all the RSIs of the database, the 4th line adds
a
> 1
> > per stock. Consequently, if you divide the Foreign("~SUMRSI","C")
> by
> > the population Foreign("~COUNT","V") you will have
> > (RSI1+RSI2+RSI3+...+RSIn)/n
> > ie the MeanRSI.
> > In a similar manner you may create the MeanStochD, the MeanCMO
etc.
> > See also related topics in the library, after reding the Help
> > instructions for AddToComposite() function.
> > Dimitris Tsokakis
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Keith Bennett <kbennett@xxxx>"
> > <kbennett@xxxx> wrote:
> > > Hi Dimitris,
> > >
> > > Could you post (or provide a link to) the afl used to create
> > ~SUMRSI
> > > in #33216.
> > >
> > > Thanks
> > > Keith
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