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

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



PureBytes Links

Trading Reference Links

The code is not fixed yet, I am not sure what's goin wrong.  But I am 
on a role and just learning these looping functions so here is the 
next step:

NumHighest=15;
while (NumHighest>0)
{
NumHighest=NumHighest-1;
HoldValue=ValueWhen(Foreign("~TICKER1","V")==Highest(Foreign
("~TICKER1","V")),Foreign("~TICKER1","C"),1);
AddToComposite(HoldValue,"~TICKER1","H",16);
}

This should create in the "H" field of ~TICKER1 the count values for 
the fifteen most active.  Of course, it is not working but I think 
this is because of the previous error.  BTW, I don't believe I need 
he HoldValue variable, I think it helps the code be a little clearer 
to read.  I'll change it later when things are working.
p.s. I have deleted the line section in my own code - Foreign
("~TICKER1","V")== - this should work too because it will be a non-
zero and thus "True" value, correct?

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