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Alright, I had another idea. Please let me know your opinion on
whether this will work before I undergo,
15 Most Active +/-
------------------
1. AddToComposite of Volume and ChangeinPrice (+1,-1,0) as separate
fields in TICKER1 (use V and C fields, respectively) for all tickers
in market for one day
2. Find Highest Value (Using HIGHEST() or HIGHESTBARS()) in the
Volume of TICKER1 and copy the corresponding ChangeinPrice value to
field H.
3. Set the old highest value to "0" or Null
4. Repeat 2,3 for fifteen highest volumes
5. Sum the H field in TICKER1 values and place in TICKER2 at current
date
--- In amibroker@xxxxxxxxxxxxxxx, "rlb21079" <rlb21079@xxxx> wrote:
> AddColumn(V,"Volume",1.0);
> AddColumn(C-Ref(C,-1),"Change");
> AddColumn(IIf(C>Ref(C,-1),1,IIf(C<Ref(C,-1),-1,0)),"ChCount",1.0);
> Filter=V>3000000;
>
> By applying this to NYSE & NASDAQ markets separately I can then
take
> the results, place them into excel, truncate the list to fifteen,
and
> manually insert the values into my ~15NY and ~15ND tickers.
>
> Obviously, this is a time consuming process which makes retrieving
a
> deep history of this data difficult.
>
> I think there are a couple ways to automate this and I would need
to
> do one of the following:
> (1) Write a loop comparing each ticker to all other tickers within
> its respective market (the tickers change over time, so the method
> would need to 'know' what tickers were available for comparison at
a
> given date), or
> (2) Sort and retrieve the results of an explore procedure in the AA
> window as formula
>
> --- In amibroker@xxxxxxxxxxxxxxx, "rlb21079" <rlb21079@xxxx> wrote:
> > I have a project I have been working on with little success and
> think
> > my approach has been wrong. Rather than bog you all down with my
> > errors, I'll start here fresh with want I am looking for:
> >
> > The end result: A Positive/Negative Count of the direction of
the
> 15
> > most active tickers for the NYSE and the NASDAQ.
> >
> > I have the NYSE & NASDAQ markets defined in my ticker tree. And,
I
> > have a history of these stocks which includes volume.
> >
> > So, if for example the (5 to save space) most active stocks in
the
> > NYSE are:
> >
> > Ticker .... Change in Price
> > A1... +0.05
> > A2... +0.25
> > A3... -0.50
> > A4... -1.23
> > A5... +5.23
> >
> > Then my reading would be +1.
> >
> > I would like to plot this as an indicator as well as create a new
> > ticker using the AddToComposite function.
> >
> > Thx, Rich
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