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Dimitris,
That is a sweet solution, and is more practial than mine. Next time could you color your text or put it at the top of your post as I didn't see your solution either until your second post : )
Thanks for all the great contributions,
GaryAndrew <a.perrin@xxxxxxxxxxxxxxx> wrote:
Sorry DTDidn't see the second part of your previous message. I'm having a close look now.ThanksAndrew--- 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@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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