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[amibroker] Re: Ranking tickers by Vol



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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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