[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Ranking tickers by Vol - Tomasz?



PureBytes Links

Trading Reference Links

Still in phase one, and the following code is not working in the AA 
window for Explore:

if (DateNum()==Status("rangefromdate") AND DateNum()==Status
("rangetodate"))
{
AddToComposite(V,"~TICKER1","V",16);

AddToComposite(IIf(C>Ref(C,-1),1,IIf(C<Ref(C,-1),-
1,0)),"~TICKER1","C",16);
}

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;

I get Error 3.

If I add ";" after ("rangetodate")), then I get the same error BUT 
the Atc function is calculated as desired, otherwise nothing 
happens.  As far as I can tell my formatting is exactly as is in the 
examples provided with the ReadMe and within these posts.
A little help yo,
peace,
Rich

--- In amibroker@xxxxxxxxxxxxxxx, "rlb21079" <rlb21079@xxxx> wrote:
> 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


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading! Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/Lj3uPC/Me7FAA/CNxFAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/