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Hello,
It would be shorter to write this that way:
TickerList =
"AAPL,ADBE,ADCT,ALTR,AMAT,AMG,AMZ,APCC,APOL,BBBY,BEAS,BIIB,BMET,BRCD,BRCM,CDWC,CEPH,"+"CHIR,CHKP,CHRW,CIE,CMCSA,CMVT,COST,CPWR,CSCO,CTAS,CTXS,DELL,DISH,DLTR,EBAY,ERICY,ERTS,"+"ESRX,EXPD,FAST,FHCC,FISV,FLEX,GEZ,GILD,GTX,HGSI,HSIC,IACI,ICOS,ITC,ITU,IVG,JDSU,JPR,KLAC,"+"LAMR,LLTC,LCR,MCHP,MEDI,MERQ,MLM,MST,MOLX,MSFT,MXIM,TAP,VDA,VLS,XTL,ORCL,PAYX,PCAR,PDCO,"+"PETM,PIXR,PSFT,PTE,QCOM,QLGC,RFMD,ROST,RYAAY,SAM,SBUX,SEBL,SIAL,SDK,SPS,SPLS,SPOT,SSCC,"+"SUW,SYMC,TEVA,TLAB,VRS,VRTS,WFMI,XLX,XRAY,YHOO";
Ticker = StrExtract( TickerList, n );
Hope this helps.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dirk
schreiber
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, November 27, 2003 9:58
PM
Subject: Re: [amibroker] Re: to HERMAN:
N100 Correlation table
hi nand,
the #include file was posted by
herman before, it goes like this:
// Include fileTicker
= WriteIf(n==0 , "AAPL", WriteIf(n==1 ,
"ADBE", WriteIf(n==2 , "ADCT", WriteIf(n==3 , "ALTR", WriteIf(n==4
, "AMAT", WriteIf(n==5 , "AMGN", WriteIf(n==6 , "AMZN",
WriteIf(n==7 , "APCC", WriteIf(n==8 , "APOL", WriteIf(n==9 ,
"BBBY", WriteIf(n==10 , "BEAS", WriteIf(n==11 , "BIIB",
WriteIf(n==12 , "BMET", WriteIf(n==13 , "BRCD", WriteIf(n==14 ,
"BRCM", WriteIf(n==15 , "CDWC", WriteIf(n==16 , "CEPH",
WriteIf(n==17 , "CHIR", WriteIf(n==18 , "CHKP", WriteIf(n==19 ,
"CHRW", WriteIf(n==20 , "CIEN", WriteIf(n==21 , "CMCSA",
WriteIf(n==22 , "CMVT", WriteIf(n==23 , "COST", WriteIf(n==24 ,
"CPWR", WriteIf(n==25 , "CSCO", WriteIf(n==26 , "CTAS",
WriteIf(n==27 , "CTXS", WriteIf(n==28 , "DELL", WriteIf(n==29 ,
"DISH", WriteIf(n==30 , "DLTR", WriteIf(n==31 , "EBAY",
WriteIf(n==32 , "ERICY", WriteIf(n==33 , "ERTS", WriteIf(n==34 ,
"ESRX", WriteIf(n==35 , "EXPD", WriteIf(n==36 , "FAST",
WriteIf(n==37 , "FHCC", WriteIf(n==38 , "FISV", WriteIf(n==39 ,
"FLEX", WriteIf(n==40 , "GENZ", WriteIf(n==41 , "GILD",
WriteIf(n==42 , "GNTX", WriteIf(n==43 , "HGSI", WriteIf(n==44 ,
"HSIC", WriteIf(n==45 , "IACI", WriteIf(n==46 , "ICOS",
WriteIf(n==47 , "INTC", WriteIf(n==48 , "INTU", WriteIf(n==49 ,
"IVGN", WriteIf(n==50 , "JDSU", WriteIf(n==51 , "JNPR",
WriteIf(n==52 , "KLAC", WriteIf(n==53 , "LAMR", WriteIf(n==54 ,
"LLTC", WriteIf(n==55 , "LNCR", WriteIf(n==56 , "MCHP",
WriteIf(n==57 , "MEDI", WriteIf(n==58 , "MERQ", WriteIf(n==59 ,
"MLNM", WriteIf(n==60 , "MNST", WriteIf(n==61 , "MOLX",
WriteIf(n==62 , "MSFT", WriteIf(n==63 , "MXIM", WriteIf(n==64 ,
"NTAP", WriteIf(n==65 , "NVDA", WriteIf(n==66 , "NVLS",
WriteIf(n==67 , "NXTL", WriteIf(n==68 , "ORCL", WriteIf(n==69 ,
"PAYX", WriteIf(n==70 , "PCAR", WriteIf(n==71 , "PDCO",
WriteIf(n==72 , "PETM", WriteIf(n==73 , "PIXR", WriteIf(n==74 ,
"PSFT", WriteIf(n==75 , "PTEN", WriteIf(n==76 , "QCOM",
WriteIf(n==77 , "QLGC", WriteIf(n==78 , "RFMD", WriteIf(n==79 ,
"ROST", WriteIf(n==80 , "RYAAY", WriteIf(n==81 , "SANM",
WriteIf(n==82 , "SBUX", WriteIf(n==83 , "SEBL", WriteIf(n==84 ,
"SIAL", WriteIf(n==85 , "SNDK", WriteIf(n==86 , "SNPS",
WriteIf(n==87 , "SPLS", WriteIf(n==88 , "SPOT", WriteIf(n==89 ,
"SSCC", WriteIf(n==90 , "SUNW", WriteIf(n==91 , "SYMC",
WriteIf(n==92 , "TEVA", WriteIf(n==93 , "TLAB", WriteIf(n==94 ,
"VRSN", WriteIf(n==95 , "VRTS", WriteIf(n==96 , "WFMI",
WriteIf(n==97 , "XLNX", WriteIf(n==98 , "XRAY", WriteIf(n==99 ,
"YHOO" , ""
))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))));
dirk
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
nkis22
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, November 27, 2003 5:16
PM
Subject: [amibroker] Re: to HERMAN:
N100 Correlation table
Will appreciate very much to see the #include AFL
pleasethanks in advancenand---
In amibroker@xxxxxxxxxxxxxxx,
dirk schreiber <tianatrading@x...>
wrote:> hello herman,> > after playing around
with your code a little bit, i realized that it is not showing a
COMPLETE "heat list" of the n100. by "splitting up" the 100 stocks into
two groups of 50, one for the x-axis and the other for the y-axis, we
can't get the whole picture. the first stock (AAPL) has its correlation
only measured against stocks 50-99(JDSU-YHOO), but not for example
against ADBE or ADCT. > thanks to posting your code i am beginning to
understand the logic of looping better, so i just changed some numbers
to have the loop go through ALL possible combinations. it takes slightly
longer (instead of 50*50=2500 it's 100*100=10000 calculations) and of
course it has quite a lot of duplicate results, but i think it is the
only way to calculate all correlations.> also, i changed the code
from absolute to relative correlation, which gives different
results.> > what do you think?> >
dirk> > > > // Exploration N100
relative Correlation table > > Buy=Sell=Short=Cover=0;
> > StkNum = Status("StockNum"); > > Filter =
Status("LastBarInTest") AND StkNum < 100; > >
AddTextColumn(Name(),"Ticker",1.0); > >
SetOption("nodefaultcolumns",1);> > n = StkNum; >
> #include <NtoN100Ticker.afl> > > Ticker1 =
Ticker; > > C1 = ROC(Foreign(Ticker1,"C"),1); >
> for(m=1;m<=99;m++) > > { > > n=m;
> > #include <NtoN100Ticker.afl> > >
Ticker2 = Ticker; > > C2 = ROC(Foreign(Ticker2,"C"),1);
> > Corr = Correlation(C1, C2, 8 ); > > Color =
IIf(Corr>0.7,8,4); // Add colors to make a heat map > >
AddColumn(Corr,Ticker,1.3,1,Color); > > }>
> > ----- Original Message -----
> From: Herman vandenBergen
> To: amibroker@xxxxxxxxxxxxxxx >
Sent: Wednesday, November 26, 2003 11:43 PM>
Subject: RE: [amibroker] to TOMASZ: how to loop through a list
of tickers ?> > > A slight
oversight in my previous code, you CAN list tickers by name
(no string array needed) in the left most column with the
slightly different code below. Here is a fragment of the
table. Include file can be found in previous
post.> >
> > // N100 Correlation table
> Buy=Sell=Short=Cover=0; > StkNum = Status("StockNum");
> Filter = Status("LastBarInTest") AND StkNum < 50; >
AddTextColumn(Name(),"Ticker",1.0); > n = StkNum;
> #include <NtoN100Ticker.afl> > Ticker1 =
Ticker; > C1 = Foreign(Ticker1,"C"); >
for(m=50;m<=99;m++) > {
> n=m; >
#include <NtoN100Ticker.afl> >
Ticker2 = Ticker; > C2 =
Foreign(Ticker2,"C"); > Corr =
Correlation(C1, C2, 8 ); > Color =
IIf(Corr>0,8,4); // Add colors to make a heat map
> AddColumn(Corr,Ticker,1.3,1,Color);
> }>
-----Original Message-----> From: dirk
schreiber [mailto:tianatrading@xxxx]> Sent:
November 27, 2003 2:03 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker]
to TOMASZ: how to loop through a list of tickers
?> > > i'm a bit surprised to
see that noone is answering my
call.> so may i ask you
directly, tomasz, if what i asked is possible
and if you could indicate me the right way to code
this ??>
> thank
you,> >
dirk>
> -----
Original Message ----- >
From:
dirk schreiber
> To:
amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, November 24, 2003
12:14
PM> Subject: Re: [amibroker] how
to loop through a list of tickers
?> >
> noone
???> i'll try again: as
an example, is it possible to
calculate all correlations of the
stocks constituting the nasdaq100 in
one scan?> my code below will
explore the correlations of IBM with
the other 99 constituents of my
nasdaq100 watchlist. is there a way in afl to tell amibroker to
first calculate these correlations
for one stock, then go to the next and do
the same there and so forth, so that
i could find out the 10 highest
correlations within the nasdaq100 for example
??> i have tried many ideas but
i am stuck (haven't mastered the new
loop formulas very well yet)
...>
> any help would be
greatly appreciated, maybe this
procedure would interest other amibroker users
as
well.>
> thanks
in
advance,>
>
dirk>
>
> pair="IBM";> >
x=Foreign(pair,"C");> >
y=C;> >
xpc=ROC(x,1);> >
ypc=ROC(y,1);> >
Graph0=Correlation(xpc,ypc,20);>
>
Graph1=Correlation(xpc,ypc,200);>
> Filter=Graph0>0.7 AND
Graph1>0.5;> >
AddColumn(Graph0,"Cor20",1.2);>
>
AddColumn(Graph1,"Cor200",1.2);>
>
AddColumn(Graph0+Graph1,"total",1.2);>
> Buy=0;> >
> > >
>
----- Original Message -----
>
From: dirk schreiber
> To:
amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday,
November 20, 2003 6:56
PM> Subject:
[amibroker] how to loop
through a list of tickers
?> >
>
hello,>
> this is my
first
post.> i have been
working my way into the
ideas behind pair trading, reading the interesting posts
by yuki a few months ago
and writing some
code.> here is where
i'm stuck: when i calculate
correlation, price ratio and other things like
beta ratio it is my
understanding that when scanning my database i can
only compare one stock
at a time with the rest of my universe. -- is
it possible to calculate
all correlations between all stocks in one
scan?? i know that with big
groups this would mean millions
of calculations, but for a
group like the n100 this should be
possible?
> can this be done by
some sort of
loop?> i searched the
mailing list archive and
found only one hint by DT, talking about maybe
using something
like Status("STOCKNUM") == 0 , but
i could not work that out
...>
> any help
is
appreciated,> thanks
in
advance,>
> dirk>
> > > Send BUG REPORTS
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