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<FONT face=Arial color=#0000ff
size=2>Andrew,
I have
not tried it as I prefer to reset at each scan but there appears to be a flag
setting to disable this behavior....
<FONT face=Arial color=#0000ff
size=2>
flags - contains the sum of following
values
atcFlagResetValues = 1 - reset values at the beginning of scan
(recommended)
atcFlagCompositeGroup = 2 - put composite ticker into group 253 and
EXCLUDE all other tickers from group 253 (avoids adding composite to
composite)
atcFlagTimeStamp = 4 - put last scan date/time stamp into FullName field
atcFlagEnableInBacktest = 8 - allow running AddToComposite in
backtest/optimization mode
atcFlagEnableInExplore = 16 - allow running AddToComposite in exploration
mode
atcFlagDefaults = 7(this is a composition of atcFlagResetValues |
atcFlagCompositeGroup | atcFlagTimeStamp flags)
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Andrew
[mailto:a.perrin@xxxxxxxxxxxxxxx]Sent: Tuesday, November 18, 2003
9:53 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Add To Composite QuestionAdd 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?ThanksAndrewSend
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