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Andrew,
AFAIK, no flag can do this.
My solution can do the job as requested.
Gary´s solution is complicated and needs more steps.
In Gary´s approach, it would be better to replace with DATENUM()
>THE_CHANGE_DATE and then concatenate two ~tickers in ind.builder,
the old and the new [I did all this in one scan, provided you will
have two separate WLs]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Andrew" <a.perrin@xxxx> wrote:
> 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 didn´t 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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