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Sorry DT
Didn't see the second part of your previous message. I'm having a
close look now.
Thanks
Andrew
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> 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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