|
PureBytes Links
Trading Reference Links
|
You need to modify the source watchlist, the dest
watchlist and topN
below and run
this script in Explore:
/* Puts top N stocks based on user defined
formula and sorting to a given watchlist. Additionaly the whole table
is exported to file "topN.CSV" Requires ABtool.dll plugin
(<A
href="">http://groups.yahoo.com/group/abtool)
Must be run with "ApplyTo=current stock", "Range=n last quotes,
n=1".
Written by Uenal Mutlu (UM)
030625We*/xxWinClose();#include "ABtool/Functions.afl"
srcWL = 60; // set thisdstWL = 15; // set
thistopN = 10; // set this
if (status("stocknum") == 0)
{ th = xxTableCreate();
xxTableColumnAdd("Ticker", xxSTRING, th);
xxTableColumnAdd("Date", xxSTRING,
th); xxTableColumnAdd("Turnover", xxFLOAT,
th); row =
0; aDatenum = datenum();
barLast = xxRangeBarLast(); nTickers =
xxWLtickerCount(srcWL); ticker =
xxWLtickerFirst(srcWL); while (ticker !=
"") { // xxWinText(ticker + "\n");
aC = foreign(ticker,
"C"); aV = foreign(ticker,
"V"); tov = MA(aC * aV, 32);
// your formula xxTableDataAddStr(ticker, row,
0, th);
xxTableDataAddStr(xxABdatenumToDatestr(aDatenum[barLast]), row, 1,
th); xxTableDataAddNum(tov[barLast], row, 2,
th); ticker =
xxWLtickerNext(srcWL); row++;
} xxTableSort(th, 2,
false); xxWLclear(dstWL); iTickers =
min(topN, xxTableGetRowCount(th)); for (i = 0; i <
iTickers; i++)
{ ticker =
xxTableDataGet(i,0,th);
xxWinText(ticker + "\n");
xxWLaddTicker(ticker, dstWL);
} xxTableExport("TopN.csv", ",",th); // export table
to CSV xxTableDelete(th);
xxWLrefresh(); // xxViewRefresh(); xxWinText("---
finished --- \n"); }
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Michael.S.G.
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, June 26, 2003 12:42
AM
Subject: Re: [amibroker] Sorting Top 20%
stocks
Dang, Almost
missed this message, Being CarbonCopy - Email Filter Missed it.I might
Just have to check it out. (AB-Tool that
is.)KR Michael.At
03:34 PM 25/06/2003 +0200, you wrote:
In pure AFL this
is IMHO not possible, but using the ABtool plugin<FONT
face=arial>you can do this all with just one click on the Explore
button.But ABtool best operates on Watchlists,
so putting all yourstocks to scan into any of
the 64 possible watchlists makesthe ABtool code
much simpler. Help on ABtool you can getin the
ABtool group (<FONT
face="Times New Roman, Times">http://groups.yahoo.com/group/abtool<FONT
face=arial>).UM
----- Original Message -----
From: Michael.S.G.
To: <A
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, June 25, 2003 2:45 PM
Subject: Re: [amibroker] Sorting Top 20% stocks
At the moment, I just use this:
Filter = <FONT
face="Courier New, Courier" color=#ff00ff>1;
TurnOver = <FONT face="Courier New, Courier"
color=#0000ff>MA(Close * Volume,<FONT
face="Courier New, Courier" color=#ff00ff>32);
<FONT face="Courier New, Courier"
color=#0000ff>AddColumn(TurnOver, <FONT face="Courier New, Courier"
color=#ff00ff>"TurnOver", <FONT face="Courier New, Courier"
color=#ff00ff>1.2);
Then Manualy sort the column and then add the top 100 to a
watchlist.
(Via excel - Because selecting 100 lines in the results window is
painfull).
I would prefer to just be able to run one explore & import to a
watchlist or parse with more filters.
I will look at other ways of achiveing this - Possibly via
JScript......
KR
Michael.
At 09:06 AM 25/06/2003 +0200, you wrote:
Hi, just a tip: I think you should reformulate what you are
trying to achieve or solve. IMHO AddToComposite is
not necessary for this.
UM
----- Original Message -----
From: "Michael.S.G." <OzFalcon@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 25, 2003 3:35 AM
Subject: [amibroker] Sorting Top 20% stocks
> -----BEGIN PGP SIGNED MESSAGE-----
> Hash: SHA1
>
> I would like to be able to make a selection of stocks - Based
on Top
> 20% Turnover.
>
> After Looking at the UserGuide and Downloadable AB Archives I
have
> created the following AFL..
> Using the AddToComposite function and running a Scan then
Explore,
> I can't seem to be able to get the AddToComposite part to
work.
>
> Perhaps I am tring to make a Square Wheel Roll, If there is an
easier
> way of Ranking/Selection - Please do tell!
>
> Also, I have AA set to "Last 1 Quotation".
>
> /* Aimed Percentage to select (APS %) */
> APS = 20;
> AP = ((100 - aps)/100);
>
> Filter = 1;
>
> TurnOver = MA(Close * Volume,32);
> AddColumn(TurnOver, "TurnOver", 1.2);
> AddColumn(AP, "AP", 1.2);
>
> /* AddToComposite statements are for Automatic Analysis ->
Scan */
> /* add Close price to our index OHLC fields */
>
> /* Make ATC a Highest Value - Doesn't Work... */
> FC = Foreign( "~MyIndex", "V");
> aTO = IIf (TurnOver > FC,(Turnover - fc), 0);
> // Can't figure out why this doesnt
> // increase V. Perhaps Circular?
> AddToComposite(aTO, "~MyIndex", "V" );
>
> /* add one to open intest field (we use this field as a
counter) */
> AddToComposite( 1, "~MyIndex", "I" );
>
> Buy = 0; // required by scan mode
>
> /* this part is for Indicator Builder */
> // Graph0 = Foreign( "~MyIndex", "C" )/Foreign( "~MyIndex", "I"
);
>
> FT = Foreign( "~MyIndex", "V");
> IT = Foreign( "~MyIndex", "I" );
> AddColumn(FT,"FT-ForeignTally",1.2);
> AddColumn(IT,"CounterTally",1.2);
> AddColumn(aTO,"To Add",1.2);
>
> //Filter = Turnover > (Foreign( "~MyIndex", "V" ) * ap);
>
>
> Any Help Appreciated.
> KR
>
Michael.
Yahoo! Groups Sponsor
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 the Yahoo! Terms of Service.
|