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Jayson,
I would suggest not to use the "~T2108" name, perhaps it belongs to
somebodyelse.
Since we use a "free" condition C>MA(C,40) and AddToComposite()
function, we may give a new, more comprehensive name and avoid
probable conflicts.
My suggestion was Above40MA.
DT
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> No, I just posted it here on the BB. take a look at
> http://groups.yahoo.com/group/amibroker/message/37406
>
> You can plot the indicator on any chart by using Foreign to call the
> composite values....
>
> Buy=0;
> x=C>MA(C,40);
>
> AddToComposite(x,"~T2108","C");//counts stocks above the 40 and
saves to the
> close field
> AddToComposite(1,"~T2108","V");//counts all stocks in the index
> Plot((Foreign("~T2108","C") / Foreign("~T2108","V"))*100,"% over 40
> DMA",4,1);
>
> Title="Total stocks " +WriteVal(Foreign("~T2108","V"),1) + " Stocks
above
> the 40 DMA " +WriteVal(Foreign("~T2108","C"),1)+ "\n Percentage of
stocks
> above the 40 DMA " +WriteVal((Foreign("~T2108","C") /
> Foreign("~T2108","V")*100))+""+WriteVal(ROC((Foreign("~T2108","C") /
> Foreign("~T2108","V")*100),1));
>
>
>
>
> Jayson
> -----Original Message-----
> From: Richard Harper [mailto:rdharper@x...]
> Sent: Friday, April 11, 2003 5:33 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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
> ----- Original Message -----
> From: Jayson
> To: 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
> -----Original Message-----
> From: uenal.mutlu@xxxx [mailto:uenal.mutlu@x...]
> Sent: Friday, April 11, 2003 4:16 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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 the ~T2108
> artifical ticker file before each scan. If yes, is there
> an AFL command to automate this?
> UM
> ----- Original Message -----
> From: Jayson
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, April 11, 2003 6:47 AM
> Subject: RE: [amibroker] Back testing a Score Based System in AB
>
>
> UM,
> 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
>
> Jayson
> -----Original Message-----
> From: uenal.mutlu@xxxx [mailto:uenal.mutlu@x...]
> Sent: Thursday, April 10, 2003 2:29 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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
>
> ----- Original Message -----
> From: Jayson
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, April 10, 2003 3:34 PM
> Subject: RE: [amibroker] Backtesting a Score Based System in
AB
>
>
> Um,
> 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.....
>
> Jayson
> -----Original Message-----
> From: uenal.mutlu@xxxx [mailto:uenal.mutlu@x...]
> Sent: Thursday, April 10, 2003 8:56 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Backtesting a Score Based System in AB
>
>
> In a score based trading system each stock gets
> some (weighted/normalized) scores assigned and
> all the scores of the underlying indicators and methods
> are cumulated for each stock. From this list I would
> like 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 meeting
> the 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 performance
> of such a system in ABs backtester.
> Can this be done in AB?
>
> UM
>
>
>
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