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Jayson,
No reset would be horrible, every run would add new values.
The n=1 last bar would be X1, the n=2 would be X2, the n=3 would be
X3 etc !!
In the very first composites period, the reset property was N/A and
Tomasz guidelines were: Delete all composite tickers before any new
run [the force of habit makes me do the same even now !!]
On the other side, flag=0 is not in the list...
I am not even curious to try it. Do you ?
Anyway, Adrew's question was different, he wanted to somehow
concatenate the old and the new database after a probable change in
ASX synthesis.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Dimitris,
> Again I have not tested it but if flag=1 resets value then perhaps
flag=0
> does not....
>
> Regards,
> Jayson
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Wednesday, November 19, 2003 2:54 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [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,
> > Jayson
>
> Jayson,
> I didnīt 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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