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Jayson
Thanks, sometimes it appears you just need open your eyes and the
answer is staring you in the face.
Andrew
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> 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....
>
> flags - contains the sum of following values
>
> a.. atcFlagResetValues = 1 - reset values at the beginning of
scan
> (recommended)
> b.. atcFlagCompositeGroup = 2 - put composite ticker into group
253 and
> EXCLUDE all other tickers from group 253 (avoids adding composite
to
> composite)
> c.. atcFlagTimeStamp = 4 - put last scan date/time stamp into
FullName
> field
> d.. atcFlagEnableInBacktest = 8 - allow running AddToComposite in
> backtest/optimization mode
> e.. atcFlagEnableInExplore = 16 - allow running AddToComposite in
> exploration mode
> f.. atcFlagDefaults = 7
> (this is a composition of atcFlagResetValues |
atcFlagCompositeGroup |
> atcFlagTimeStamp flags)
>
>
> Regards,
> Jayson
> -----Original Message-----
> From: Andrew [mailto:a.perrin@x...]
> Sent: Tuesday, November 18, 2003 9:53 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Add To Composite Question
>
>
> 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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