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The ability to cycle through watchlists was available much sooner
there and is significantly faster but it's the same concept.
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> I never looked at PT code. I thought that you relied heavily upon
> xxtool code to accomplish this.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > This process is of course what PT uses. Initially as an Explore
and
> > then later in back test mode.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > Awhile back, I suggested that Tomasz add a new 'persistant'
variable
> > > class that would allow users to accumulate one-pass statistics
> > during
> > > an explore.
> > >
> > > Well, thanks to the many posts and ideas that are freely shared
by
> > our
> > > friends on this board, I finally got my head 'wrapped around' a
> > simple
> > > solution.
> > >
> > > The problem was that User Defined Variables are reset with each
new
> > > ticker that AB processes... but now we can *Fool* AB by using
> > looping
> > > techniques against watchlists.
> > >
> > > When we control our *own* looping through watchlists, and tell
AB to
> > > *Apply* the Explore to the 'current stock'... AB thinks it is
only
> > > processing one stock, and therefore preserves any user defined
> > variables.
> > >
> > > The following example examines all quotes against all tickers
in a
> > > specified watchlist to count the number of Gaps Up @ Open which
> > exceed
> > > 5%, and then reports on how many of those GapsUp are *covered*
on
> > the
> > > same day. Since AB thinks it is only looking at the *current
stock*,
> > > it preserves the user specified values that are accumulated
during
> > the
> > > loop, and therefore allows an accumulated statistical display
in the
> > > Filter/AddColumn portion of the code.
> > >
> > > The same techniques in this example can be applied to
accumulating
> > > indicator values, price and volume array values, etc. All you
need
> > to
> > > do is increment or decrement *your* specified variables with C
[j] or
> > > V[j-1] or whatever subscript (+- j) rather than using native
> > O,H,L,C,V
> > > references to these array variables.
> > >
> > > Try it and enjoy.
> > >
> > > One *caveat*... *Check* and *test* your code against a very
small
> > > WatchList. If you use a large WatchList when you click on the
> > *Check*
> > > button, apparently AB executes the AFL against the entire
specified
> > > array, which could trick you into thinking that AB is locked up.
> > >
> > > ------------------------------------------------------
> > >
> > > // One Pass Stats Explore
> > >
> > > // Since internal loop controls WatchList iterations:
> > > // Apply to Current Stock ONLY
> > > // Range n last days = 1
> > >
> > > //WLNbr = 1; // Small Watchlist for Check button
> > > WLNbr = 6; // Real Watchlist
> > >
> > > list = GetCategorySymbols( categoryWatchlist, WLNbr );
> > >
> > > GapsUp = 0; // Count of Gap Ups that exceed 5%
> > > GapsClosed = 0; // Count of those Gaps which are closed on
same day
> > >
> > > for(i=0; ( ticker = StrExtract( List, i ) ) != ""; i++)
> > > {
> > > SetForeign(ticker);
> > > for( j = 1; j < BarCount; j++)
> > > {
> > > GapsUp = GapsUp + IIf( O[j] > H[j-1] * 1.05, 1, 0);
> > > GapsClosed = GapsClosed + IIf( O[j] > H[j-1] * 1.05 AND L
[j] <=
> > > H[j-1], 1, 0);
> > > }
> > > }
> > >
> > > SetOption("NoDefaultColumns",1);
> > > Filter=1;
> > > AddColumn(GapsUp, "# Gaps Up > 5%", 1.0);
> > > AddColumn(GapsClosed,"GapsClosed on Same Day", 1.0);
> > > AddColumn(GapsClosed / GapsUp * 100,"Percent Closed",1.2);
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