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Dimitris
I understood Jason to mean - atcFlagResetValues is not set -.
Initially I thought this was the answer to my problem, but it isn't
quite so simple. Not setting this flag results in AddToComposite
adding additional values to those already present with each
additional run. The answer is probably going a combination of not
selecting atcFlagResetValues and using Gary's suggestion of
AddToComposite(IIf(Diff>0 AND (DATENUM() == NOW
(3)),1,0), "~5D_Adv_Issues" ,"x");
something like
AddToComposite(IIf(Diff>0 AND (DATENUM() == NOW
(3)),1,0), "~5D_Adv_Issues" ,"x",6);
The next problem is how do I preform scans for previous day (ie
something like IIf(Diff>0 AND (DATENUM() == Ref(NOW(3),-1)),1,0)). I
havn't tried this yet, Will go and play with it now. Appreciate
any and all suggestions
Andrew
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> --- 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
>
> Jayson,
> I didnīt get it.
> Could you explain ?
> Dimitris Tsokakis
> > -----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
> >
> Andrew,
> I do not know how to update ONLY the last, say, 3 bars.
> I know how to get the mixed composite:
> Suppose the OLD database is in WL40 and the NEW is in WL50.
> Suppose also the database change on Nov14, 2003.
> Then, you may run, for ALL stocks, all quotations the
> AddToComposite(IIf(DateNum()<1031114,InWatchList(40)*RSI
(),InWatchList
> (50)*RSI()),"~40-50 rsi","c");
> Buy=0;
> and see the
> Plot(Foreign("~40-50 rsi","c"),"40-50 rsi",7,8);
> Dimitris Tsokakis
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