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Gary
Thanks for the suggestion, Jason has pointed out that there is
actually a setting in the AddToComposite function that enables
exactly what I wanted, just had to re-read the help files!. Thanks
for the talk on PT, I've been using PT since its inception but there
is always something new to learn.
Andrew
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Andrew,
>
> Would this help?
>
> Diff = C - Ref(C,-5);
> AddToComposite(IIf(Diff>0 AND (DATENUM() == NOW
(3)),1,0), "~5D_Adv_Issues" ,"x");
> AddToComposite(IIf(Diff<0 AND (DATENUM() == NOW
(3)),1,0) , "~5D_Dec_Issues" ,"x");
> AddToComposite(1,"~ASX200_Count","x");
>
> Regards,
> Gary
>
> Andrew <a.perrin@xxxx> wrote:
> 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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