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<FONT face=Arial color=#0000ff
size=2>Dimitris,
Again
I have not tested it but if flag=1 resets value then perhaps flag=0 does
not....
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Wednesday, November 19, 2003 2:54
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Add To Composite Question--- 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,> JaysonJayson,I
didnīt get it.Could you explain ?Dimitris Tsokakis> -----Original
Message-----> From: Andrew [mailto:a.perrin@xxxx]> 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
theAddToComposite(IIf(DateNum()<1031114,InWatchList(40)*RSI(),InWatchList(50)*RSI()),"~40-50
rsi","c");Buy=0;and see thePlot(Foreign("~40-50 rsi","c"),"40-50
rsi",7,8);Dimitris TsokakisSend
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