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No, I
just posted it here on the BB. take a look at <A
href="">http://groups.yahoo.com/group/amibroker/message/37406
<SPAN
class=161475121-11042003>
<FONT
size=2>You can plot the indicator on any chart by using Foreign to call the
composite values....
<FONT color=#000000
size=2>
Buy=0<FONT
color=#282828 size=2>;<FONT
color=#0000ff>
x=C<FONT
size=2>>MA(<FONT
size=2>C,<FONT
size=2>40<FONT color=#0000ff
face=Arial>);
AddToComposite(x,<FONT
color=#ff00ff size=2>"~T2108",<FONT
color=#ff00ff size=2>"C");<FONT
color=#008000 size=2>//counts stocks above the 40 and
saves to the close field<FONT
face=Arial>
AddToComposite(<FONT color=#ff00ff
size=2>1,<FONT color=#ff00ff
size=2>"~T2108",<FONT color=#ff00ff
size=2>"V");<FONT color=#008000
size=2>//counts all stocks in the
index
Plot((<FONT color=#0000ff
size=2>Foreign(<FONT color=#ff00ff
size=2>"~T2108",<FONT color=#ff00ff
size=2>"C") / <FONT color=#0000ff
size=2>Foreign(<FONT color=#ff00ff
size=2>"~T2108",<FONT color=#ff00ff
size=2>"V"))*<FONT color=#ff00ff
size=2>100,<FONT color=#ff00ff
size=2>"% over 40 DMA",<FONT
color=#ff00ff size=2>4,<FONT
color=#ff00ff size=2>1<FONT
face=Arial>);
<FONT
face=Arial>
Title="Total stocks "<FONT
size=2> +WriteVal(<FONT
size=2>Foreign("~T2108"<FONT
size=2>,"V"),<FONT
size=2>1) + " Stocks above the 40 DMA
" +WriteVal<FONT
size=2>(Foreign(<FONT
size=2>"~T2108","C"<FONT
size=2>),1)+ "\n
Percentage of stocks above the 40 DMA " +<FONT
size=2>WriteVal((Foreign<FONT
size=2>("~T2108",<FONT
size=2>"C") / Foreign<FONT
size=2>("~T2108",<FONT
size=2>"V")*100<FONT
size=2>))+""+<FONT
size=2>WriteVal(ROC<FONT
size=2>((Foreign(<FONT
size=2>"~T2108","C")
/ Foreign(<FONT
size=2>"~T2108","V"<FONT
size=2>)*100),<FONT
size=2>1<FONT color=#0000ff
face=Arial>));
<SPAN
class=161475121-11042003>
<SPAN
class=161475121-11042003>
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Richard Harper
[mailto:rdharper@xxxxxxxxxxxx]Sent: Friday, April 11, 2003 5:33
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Back testing a Score Based System in AB
Jayson; Where did you "post" the T2108
code? I assumed you meant in the AFL Lib, but apparently
not.
Thanks,
Richard
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=jcasavant@xxxxxxxxxxxx>Jayson
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 11, 2003 6:06
AM
Subject: RE: [amibroker] Back testing a
Score Based System in AB
You
are welcome...... No each time you run the scan the data is
re-set
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: <A
href="">uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Friday, April 11, 2003 4:16
AMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
Re: [amibroker] Back testing a Score Based System in AB
Jayson,
thanks for the code. It is going to help me
much.
BTW: is it required to manually delete <FONT
face=Arial>the ~T2108
artifical ticker file <FONT
face=Arial>before each scan. If yes, is there
an AFL command to automate this?
UM
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=jcasavant@xxxxxxxxxxxx>Jayson
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 11, 2003 6:47
AM
Subject: RE: [amibroker] Back testing a
Score Based System in AB
<SPAN
class=616364304-11042003>UM,
<SPAN
class=616364304-11042003>Take a look at the T2108 indicator I just posted.
That code used addtocomposit to do the math. Basically you create an
artificial ticker where you can assign values to the standard
open/close/high/low/vol/OI fields. There is a detailed Tutorial in the help
file written by Herman...well worth reading....Let me know if you are still
stuck
<FONT color=#0000ff face=Arial
size=2>Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Thursday, April 10, 2003
2:29 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Backtesting a Score Based System in AB
Hi Jayson,
I unfortunately have only little knowledge about
composite creation
or its use in AB. Can
you explain a little bit more the method you mean
please.
Here my manual method which I would like to backtest
in AB:
Say I have 100 stocks in my universe. Each
day before market open
I calculate a score
for every stock. Then I sort this and take the
first
5 stocks with the highest
scores into my watchlist for trading. This
scenario I would like to
backtest in AB to see how good or bad such
a scoring system
performs.
UM
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=jcasavant@xxxxxxxxxxxx>Jayson
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, April 10, 2003 3:34
PM
Subject: RE: [amibroker] Backtesting
a Score Based System in AB
<SPAN
class=965432813-10042003>Um,
<SPAN
class=965432813-10042003>If you can create an indicator that does the
score could you perhaps create a composite of your basket scores and do
the math within the composite to determine your top 10%? If so then
running a scan to create your composite then calling that composite value
in your exploration or back test filter should accomplish your
task.....
<FONT color=#0000ff face=Arial
size=2>Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Thursday, April 10, 2003
8:56 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Backtesting a Score Based System in
ABIn a score based trading system each stock
getssome (weighted/normalized) scores assigned and all the scores
of the underlying indicators and methodsare cumulated for each stock.
From this list I wouldlike to take the first (or the first x) stocks
for backtesting.How could this be realized in an exploration or in the
backtester?One would need to filter and collect the stocks
meetingthe underlying criteria and then would need to sort the
table and pick item number(s) and assign them to the Buy
array.This would be very interessting for testing the
performanceof such a system in ABs backtester. Can this be done in
AB?UMSend BUG REPORTS
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