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Add To Composite is a fantastic feature when trying to construct
market filters. Below in the basic AddToComposite AFL used to build
a filter based on 5 Day Advance Decline data.
Diff = C - Ref(C,-5);
AddToComposite(IIf(Diff>0,1,0), "~5D_Adv_Issues" ,"x");
AddToComposite(IIf(Diff<0,1,0) , "~5D_Dec_Issues" ,"x");
AddToComposite(1,"~ASX200_Count","x");
I run this over the ASX200 stocks (essentially largest 200 stocks on
Australian market). My problem / question is since AddToComposite
calculates over all quotations of given stocks every time it is run,
it is essentially recalulating itself entirely every day. Problems
arise when the composition of ASX200 changes - Historical
AddToComposite values will also change. What I would like is to
only update Todays value of composite and add this to the historical
data. Any suggestions?
Thanks
Andrew
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