[amibroker] Re: Add To Composite Question (?Solution)

["Andrew" <a.perrin@xxxxxxxxxxxxxxx>]

Thanks for suggestions DT, Jason, Gary
The solution I've come up with is 
1. don't set the atcFlagResetValues so historical values are not 
reset (from help files - atcFlagResetValues = 1 - reset values at 
the beginning of scan). 
2. during scan, only add values of zero to historical values but 
calculate and add Advance/Decline data to "new" days.  This is 
accomplished by setting the "Range To" date in AA window to the 
earliest day we need to calculate Advance/Decline data from.  Using 
the following AFL will only append "new" data to the end of the 
Historical.

Diff = C - Ref(C,-5);
AddToComposite(IIf(Diff>0 AND DateNum() >=Status
("rangetodate"),1,0), "~5D_Adv_Issues" ,"x",22);
AddToComposite(IIf(Diff<0 AND DateNum() >= Status
("rangetodate"),1,0), "~5D_Dec_Issues" ,"x",22);
AddToComposite(DateNum() >= Status
("rangetodate") ,"~ASX200_Count","x",22);

Care must be taken in seting "Range To" date, as there are no checks 
to stop recalculated Adv/Dec data being added to existing historical 
Data (ie count everything twice).
Thanks
Andrew

--- In amibroker@xxxxxxxxxxxxxxx, "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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