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Dimitris: thank you. I have studied the code (by eye) and will insert
it into AB and experiment.
More later.
Ken
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Wednesday, November 12, 2003 2:10 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Conditional WatchLists per Inspection Point
Ken,
now you may see an attempt at
http://groups.yahoo.com/group/amibroker/message/51794
The criterion per IP was not an indicator value but the Equity
itself, I think it is more interesting.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> Dimitris: this is very exciting (and a good teaching tool as are
many
> of your messages).
>
>
>
> Recalling my objective to control the buying and selling of a new
> watchlist created between Inspection Points, may I conclude that
> eventually this code can be placed into the AA window for a
backtest.
>
>
>
> It appears that If I write new Watchlists WL40 to WL44, that then
the
> code may continue and first trade against WL40 until a new IP
arrives,
> then trade against WL41 until the next IP arrives, etc. and all the
> while continuing to create a composite equity line for all WL
backtests
> over the full range.
>
>
>
> I hope this is the goal and I hope it is possible. With your
excellent
> information I will myself attempt to achieve this, but the odds are
low
> of my success, so I await yours.
>
>
>
> Ken
>
>
>
> -----Original Message-----
> From: Dimitris Tsokakis [mailto:TSOKAKIS@x...]
> Sent: Saturday, November 08, 2003 7:05 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Conditional WatchLists per Inspection Point
>
>
>
> The
>
> START=DateNum()==1000530 ;
> per=200;
> EVENT=BarsSince(START)%per==0;Plot(event,"",2,2);
> defines 5 Inspection Points from 30/5/2000 till now.
>
> At each IP we shall create a WatchList with the top10 StochD stocks.
>
> A date will be printed on the pane for each IP for the verification.
>
> [My checks were fine]
>
> I have a database of the N100 stocks+the index ^NDX in Group254 from
> Jan3, 2000 till now.
>
> The Group254 does not include any other stock or index.
>
> In an empty Indicator Builder window paste the
>
> // Conditional WatchList creation, by D. Tsokakis, Nov2003
>
> START=DateNum()==1000530 ;
> per=200;
> EVENT=BarsSince(START)%per==0;Plot(event,"",colorWhite,2);
> u=LastValue(Cum(event));
> No=254;
> Title="The top10 StochD are";
> for(q=u;q>0;q--)
> {
> list = GetCategorySymbols( categoryGroup, No );
> R = 0;
> Count1=0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym);
> f=StochD();
> R[BarCount-1-i] = LastValue(ValueWhen(event,f,q));
> Count1=Count1+1;
> }
> G=0;L1=LastValue(Cum(1));TOP=10;W="";
> Counter=0;
> for(K=1;K<=TOP;K++)
> {
> H1=LastValue(HHV(R,Count1));
> BAR1=LastValue((ValueWhen(R==H1,Cum(1)-1)));
> R[BAR1]=-100000;
> Counter=Counter+1;
> G[L1-CountER]=-H1;
> w=w+StrExtract(List,L1-bar1-1)+WriteIf(k<top,",","");
> }
> Title=Title+"\nW"+WriteVal(u-q,1.0)+" : "+w;
> }
> Title=Title+"\n"+WriteIf(event,Date(),"");
>
>
>
> To check the top10, explore for the specific EVENT dates with
>
> x=StochD();
> Filter=1;
> AddColumn(x,"StochD");
>
> as in the att. gif.
>
> These WatchLists do not belong to the symbol tree, they are created
for
> in-code use.
>
> The next step is to see what we can do with these W0 to W4.
>
> Dimitris Tsokakis
>
>
>
> PS:
>
> We may send W0 to W4 to 5 empty WatchLists of the symbol tree, say
WL40,
> WL41, WL42, WL43, WL44
>
> with the
>
>
>
> START=DateNum()==1000530 ;
> per=200;
> EVENT=BarsSince(START)%per==0;Plot(event,"",colorWhite,2);
> u=LastValue(Cum(event));
> // Conditional WatchList creation
> No=254;
> Title="The top10 StochD are";
> for(q=u;q>0;q--)
> {
> list = GetCategorySymbols( categoryGroup, No );
> R = 0;
> Count1=0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym);
> f=StochD();
> R[BarCount-1-i] = LastValue(ValueWhen(event,f,q));
> Count1=Count1+1;
> }
> G=0;L1=LastValue(Cum(1));TOP=10;W="";
> Counter=0;//Title="Top10 StochD"+"\n";
> for(K=1;K<=TOP;K++)
> {
> H1=LastValue(HHV(R,Count1));
> BAR1=LastValue((ValueWhen(R==H1,Cum(1)-1)));
> R[BAR1]=-100000;
> Counter=Counter+1;
> G[L1-CountER]=-H1;
> w=w+StrExtract(List,L1-bar1-1)+WriteIf(k<top,",","");
> }
> Title=Title+"\nW"+WriteVal(u-q,1.0)+" : "+w;
> for(K=0;K<TOP;K++)
> {
> CategoryAddSymbol(StrExtract(W,K),categoryWatchlist,40+u-q);
> }
> }
> Title=Title+"\n"+WriteIf(event,Date(),"");
>
>
>
> Hit Apply and then View->RefreshAll
>
>
>
> Note1. I tried a direct use of
> CategoryAddSymbol(w,categoryWatchlist,40+u-q); but it does not work
> Note2. Each w is a string like
> "LNCR,TLAB,FHCC,ESRX,PAYX,GNTX,SIAL,ADCT,XLNX,PDCO"
>
> I do not know if it is technically possible in
> CategoryAddSymbols() to use a string like this instead of a single
> Name()
>
> in some future upgrade, I think it would be
interesting...
>
> Note3. I do not know, yet, how to remove ALL symbols from a WL at
once
> in Ind. Builder, where the "" [current stock] is
>
> only the selected stock
>
> Note4. I do not know also how can I give the "RefreshAll" order
from the
> IB code.
>
> Last [optimistic] note. At least I know my name and it is not bad
at all
> !!
>
> Dimitris Tsokakis
>
>
>
>
>
>
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