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Andrew,
Let me know how it all plays out. To make it easier, you could specify a param for the ref function so you don't have to keep changing it manually.
BTW, thanks again for your function file. Good stuff.
Kind Regards,
GaryAndrew <a.perrin@xxxxxxxxxxxxxxx> wrote:
DimitrisI 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 likeAddToComposite(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
suggestionsAndrew--- 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@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 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 TsokakisSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
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