[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: AdvIssues over WatchList


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: RE: [amibroker] Re: AdvIssues over WatchList
  • From: "Herman vandenBergen" <psytek@xxxxxxxx>
  • Date: Mon, 15 Dec 2003 06:30:51 -0800
  • In-reply-to: <brjuv0+8jhq@xxxxxxxxxxx>

PureBytes Links

Trading Reference Links




<FONT face=Arial color=#0000ff 
size=2>Hello Dt, 
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>here is some code I played with to compare In-Line vs 
AddToComposite() methods. The code create a normalcomposite but could easily be 
modified to create Adv/Dec issues. I found that Nz() was required to give me the 
full length composites... please correct me if this code is 
incorrect.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Herman.
<FONT face=Arial color=#0000ff 
size=2> 
// 
In-Line vs AddToComposite Demo<FONT 
color=#000000> for AA// First 
Scan then Explore All Quotations on Selected 
Watchlist<FONT 
color=#000000> WatchListNumber = 3<FONT 
color=#000000>; // <<<<== Set to your 
Filter-watchlist number!<FONT 
face=Arial> <FONT 
color=#ff0000>Buy=<FONT 
color=#ff0000>Sell=<FONT 
color=#ff0000>Short=<FONT 
color=#ff0000>Cover=<FONT 
color=#ff00ff>0<FONT 
color=#000000>; SetOption<FONT 
color=#000000>("NoDefaultColumns"<FONT 
color=#000000>,True<FONT 
size=2>); Scan = <FONT 
color=#0000ff>Status(<FONT 
color=#ff00ff>"Action")==<FONT 
color=#ff00ff>3<FONT 
color=#000000>; Explore = Status<FONT 
color=#000000>("Action"<FONT 
color=#000000>)==4<FONT 
size=2>; FirstStock = <FONT 
color=#0000ff>Status(<FONT 
color=#ff00ff>"StockNum")==<FONT 
color=#ff00ff>0<FONT 
color=#000000>; <FONT 
color=#ff0000>Filter<FONT 
face=Arial>=FirstStock; O1=H1=L1=C1=n1=<FONT 
color=#ff00ff>0<FONT 
color=#000000>; List = <FONT 
color=#0000ff>GetCategorySymbols( <FONT 
color=#ff0000>categoryWatchlist<FONT 
face=Arial>, WatchListNumber); <FONT 
color=#ff0000>function<FONT 
face=Arial> CreateComposite() { 
   for<FONT 
color=#000000>( n=0; 
(Ticker=StrExtract( List, 
n))!= ""<FONT 
face=Arial>; n++)    { 
   <FONT 
color=#0000ff>SetForeign<FONT 
color=#000000>(Ticker);    O1=O1+<FONT 
color=#0000ff>Nz(<FONT 
color=#ff0000>O<FONT 
color=#000000>);    H1=H1+<FONT 
color=#0000ff>Nz(<FONT 
color=#ff0000>H<FONT 
color=#000000>);    L1=L1+<FONT 
color=#0000ff>Nz(<FONT 
color=#ff0000>L<FONT 
color=#000000>);    C1=C1+<FONT 
color=#0000ff>Nz(<FONT 
color=#ff0000>C<FONT 
color=#000000>);    n1 = n1 + <FONT 
color=#0000ff>Nz(<FONT 
color=#ff0000>O><FONT 
color=#ff00ff>0<FONT 
color=#000000>);    <FONT 
color=#0000ff>RestorePriceArrays<FONT 
face=Arial>();    } 
   <FONT 
color=#ff0000>return<FONT 
face=Arial> n1; } <FONT 
color=#ff0000>if(Explore <FONT 
color=#ff0000>AND<FONT 
color=#000000> FirstStock) n1 = CreateComposite(); <FONT 
color=#0000ff>AddColumn(<FONT 
color=#0000ff>BarIndex(),<FONT 
color=#ff00ff>"Bar#",<FONT 
color=#ff00ff>1.0<FONT 
color=#000000>); AddColumn<FONT 
color=#000000>(n1,"iln1"<FONT 
color=#000000>,1.0<FONT 
size=2>); <FONT 
color=#0000ff>AddColumn(O1/n1,<FONT 
color=#ff00ff>"ilO1",<FONT 
color=#ff00ff>1.2<FONT 
color=#000000>); AddColumn<FONT 
color=#000000>(H1/n1,"ilH1"<FONT 
color=#000000>,1.2<FONT 
size=2>); <FONT 
color=#0000ff>AddColumn(L1/n1,<FONT 
color=#ff00ff>"ilL1",<FONT 
color=#ff00ff>1.2<FONT 
color=#000000>); AddColumn<FONT 
color=#000000>(C1/n1,"ilC1"<FONT 
color=#000000>,1.2<FONT 
size=2>); <FONT 
color=#ff0000>if<FONT 
color=#000000>(Scan) { <FONT 
color=#0000ff>AddToComposite(<FONT 
color=#ff0000>O,<FONT 
color=#ff00ff>"~TestComp",<FONT 
color=#ff00ff>"O",<FONT 
color=#ff00ff>1|<FONT 
color=#ff00ff>2|<FONT 
color=#ff00ff>16<FONT 
color=#000000>); AddToComposite<FONT 
color=#000000>(H<FONT 
color=#000000>,"~TestComp"<FONT 
color=#000000>,"H"<FONT 
color=#000000>,1<FONT 
color=#000000>|2<FONT 
color=#000000>|16<FONT 
size=2>); <FONT 
color=#0000ff>AddToComposite(<FONT 
color=#ff0000>L,<FONT 
color=#ff00ff>"~TestComp",<FONT 
color=#ff00ff>"L",<FONT 
color=#ff00ff>1|<FONT 
color=#ff00ff>2|<FONT 
color=#ff00ff>16<FONT 
color=#000000>); AddToComposite<FONT 
color=#000000>(C<FONT 
color=#000000>,"~TestComp"<FONT 
color=#000000>,"C"<FONT 
color=#000000>,1<FONT 
color=#000000>|2<FONT 
color=#000000>|16<FONT 
size=2>); <FONT 
color=#0000ff>AddToComposite(<FONT 
color=#ff00ff>1,<FONT 
color=#ff00ff>"~TestComp",<FONT 
color=#ff00ff>"V",<FONT 
color=#ff00ff>1|<FONT 
color=#ff00ff>2|<FONT 
color=#ff00ff>16<FONT 
color=#000000>); } n2 = <FONT 
color=#0000ff>Foreign(<FONT 
color=#ff00ff>"~TestComp",<FONT 
color=#ff00ff>"V"<FONT 
color=#000000>); O2 = Foreign<FONT 
color=#000000>("~TestComp"<FONT 
color=#000000>,"O"<FONT 
size=2>)/n2; H2 = <FONT 
color=#0000ff>Foreign(<FONT 
color=#ff00ff>"~TestComp",<FONT 
color=#ff00ff>"H"<FONT 
color=#000000>)/n2; L2 = Foreign<FONT 
color=#000000>("~TestComp"<FONT 
color=#000000>,"L"<FONT 
size=2>)/n2; C2 = <FONT 
color=#0000ff>Foreign(<FONT 
color=#ff00ff>"~TestComp",<FONT 
color=#ff00ff>"C"<FONT 
color=#000000>)/n2; AddColumn<FONT 
color=#000000>(n2,"atcn2"<FONT 
color=#000000>,1.0<FONT 
size=2>); <FONT 
color=#0000ff>AddColumn(O2,<FONT 
color=#ff00ff>"atcO2",<FONT 
color=#ff00ff>1.2<FONT 
color=#000000>); AddColumn<FONT 
color=#000000>(H2,"atcH2"<FONT 
color=#000000>,1.2<FONT 
size=2>); <FONT 
color=#0000ff>AddColumn(L2,<FONT 
color=#ff00ff>"atcL2",<FONT 
color=#ff00ff>1.2<FONT 
color=#000000>); AddColumn<FONT 
color=#000000>(C2,"atcC2"<FONT 
color=#000000>,1.2) 

<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>



  <FONT face=Arial 
  size=2>-----Original Message-----From: DIMITRIS TSOKAKIS 
  [mailto:TSOKAKIS@xxxxxxxxx]Sent: December 15, 2003 5:30 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  AdvIssues over WatchList<FONT face=Arial 
  size=2>Tomasz,thank you for the clarification, I didnīt have the 
  opportunity to verify this.Phsst,After this you should check the 
  WLs fro probable holes.Dimitris Tsokakis--- In 
  amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
  wrote:> Of course it works regardless of number of symbols. It is 
  just slower when there are more symbols.> > Best 
  regards,> Tomasz Janeczko> amibroker.com> ----- Original 
  Message ----- > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>> 
  To: <amibroker@xxxxxxxxxxxxxxx>> Sent: Monday, December 15, 2003 
  9:33 AM> Subject: [amibroker] Re: AdvIssues over WatchList> 
  > > > Phsst,> > there was a recent Tomasz 
  suggestion to avoid using CategoryGetSymbols> > () function for 
  great WatchLists [more than 100 tickers or so]. > > Unfortunately I 
  do not have WLs with 500 or 1000 stocks to check if > > it is 
  just slow or if it becomes wrong as the population increases.> > 
  The results for my N100 database [101 tickers] were correct in > > 
  repeated uses.> > Anyway, all these examples may be treated through 
  AddToComposite() > > scans and I hope you are familiar with this 
  technique.> > Dimitris Tsokakis> > --- In 
  amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:> > > 
  Dimitris,> > > > > > I had tried your IB version 
  earlier tonight and had mixed results.> > > > > 
  > When I ran it against a WL that contained 600+ issues, it failed 
  to> > > produce any results.> > > > > > 
  Then when I ran it against WL's that contained 3 and 130+- issues> 
  > > respectively, it worked.> > > > > > Now, 
  when I run your new EXPLORE, I am having the same issue. > > > 
  > > > When I run it against the 3 and 130+- issue WL, it works 
  fine.> > > > > > But when I run it against the 
  larger 600+ WL, I get no results in > > the> > > 
  Results window at all.> > > > > > Sorry that I 
  cannot give you any more info than that.> > > > > > 
  Getting late here. I'll look at it some more tomorrow. The reason > 
  > I'm> > > interested is that I am having a similiar problem 
  with another > > explore> > > using the same 600+ issue 
  WL that is not producing any results.> > > > > > 
  Regards,> > > > > > Phsst> > > > 
  > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" > > 
  <TSOKAKIS@xxxx>> > > wrote:> > > > 
  John,> > > > The formula was for Indicator builder.> 
  > > > You should add some lines to make it work in AA.> > 
  > > Here is the adv/unch/dec/total for WL20.It will work in either 
  IB > > or > > > > AA windows.> > > > 
  > > > > WLno=20;> > > >    Adv 
  = 0; Dec=0;unch=0; > > > >    for( i = 0; ( 
  sym=StrExtract(CategoryGetSymbols( > > > > categoryWatchlist, 
  WLno)> > > >  , i ) ) != ""; i++ ) > > > 
  > {> > > >    SetForeign(sym);> > 
  > > r=ROC(C,1);> > > > adv=(r>0)+adv;> > 
  > > unch=(r==0)+unch;> > > > dec=(r<0)+dec;> 
  > > > }> > > > Plot(adv,"adv",colorBlack,1);> 
  > > > Plot(unch,"unch",colorRed,1);> > > > 
  Plot(dec,"dec",colorGreen,1);> > > > 
  Plot(adv+dec+unch,"total",colorIndigo,8);> > > > 
  Filter=1;> > > > AddColumn(adv,"adv",1.0);> > > 
  > AddColumn(unch,"unch",1.0);> > > > 
  AddColumn(dec,"dec",1.0);> > > > 
  AddColumn(adv+unch+dec,"total",1.0);> > > > > > > 
  > Now, for the exploration part,> > > > Select any stock, 
  no matter if it belongs to WL20 or not, select > > a > 
  > > > date [or a range of dates] and explore. The result will be 
  > > > > independent of the selected stock.> > > 
  > Dimitris Tsokakis> > > > --- In 
  amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:> 
  > > > > Hi DT,> > > > > > > > > 
  > I got a blank panel using an N100 Watchlist (WLno=0), and > > 
  from/to => > > > > 12/12/2003?> > > > > 
  > > > > > What are your 'Apply To', 'Range' (and/or any 
  other 'Settings') > > > > values here?> > > 
  > > > > > > > thanks> > > > > 
  > > > > > -john> > > > > ----- Original 
  Message ----- > > > > > From: "DIMITRIS TSOKAKIS" 
  <TSOKAKIS@xxxx>> > > > > To: 
  <amibroker@xxxxxxxxxxxxxxx>> > > > > Sent: Sunday, 
  December 14, 2003 8:16 AM> > > > > Subject: [amibroker] Re: 
  AdvIssues over WatchList> > > > > > > > > 
  > > > > > > > For WatchList12> > > > 
  > >> > > > > > WLno=12;> > > > 
  > >    Adv = 0; Dec=0;unch=0;> > > > > 
  >    for( i = 0; ( 
  sym=StrExtract(CategoryGetSymbols(> > > > > > 
  categoryWatchlist, WLno)> > > > > >  , i ) ) != ""; 
  i++ )> > > > > > {> > > > > 
  >    SetForeign(sym);> > > > > > 
  r=ROC(C,1);> > > > > > adv=(r>0)+adv;> > 
  > > > > unch=(r==0)+unch;> > > > > > 
  dec=(r<0)+dec;> > > > > > }> > > > 
  > > Plot(adv,"adv",colorblack,1);> > > > > > 
  Plot(unch,"unch",colorred,1);> > > > > > 
  Plot(dec,"dec",colorgreen,1);> > > > > > 
  Plot(adv+dec+unch,"total",colorindigo,8);> > > > > > 
  Dimitris Tsokakis> > > > > > --- In 
  amibroker@xxxxxxxxxxxxxxx, "salil_gangal" > > > > 
  <salil_gangal@xxxx>> > > > > > wrote:> > 
  > > > > > Friends,> > > > > > 
  >> > > > > > > Functions 
  AdvIssues/Decssues/UncIssues work over > > the 'Market' in> 
  > > > > > > which the current Issue exists.  However, 
  are there any > > > > functions> > > > > 
  > > similar to this that work over the 'WatchList' instead > > 
  > > of 'Market' ?> > > > > > >> > 
  > > > > > Regards,> > > > > > > - 
  Salil V Gangal> > > > > >> > > > > 
  >> > > > > >> > > > > > Send 
  BUG REPORTS to bugs@xxxx> > > > > > Send SUGGESTIONS to 
  suggest@xxxx> > > > > > 
  -----------------------------------------> > > > > > 
  Post AmiQuote-related messages ONLY to: > > 
  amiquote@xxxxxxxxxxxxxxx> > > > > > (Web page: 
  <FONT 
  face=Arial 
  size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
  face=Arial size=2>> > > > > > 
  --------------------------------------------> > > > > > 
  Check group FAQ at:> > > > > <A 
  href=""><FONT 
  face=Arial 
  size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
  face=Arial size=2>> > > > > >> > > > > 
  > Your use of Yahoo! Groups is subject to > > > > <A 
  href=""><FONT face=Arial 
  size=2>http://docs.yahoo.com/info/terms/<FONT face=Arial 
  size=2>> > > > > >> > > > > >> 
  > > > > >> > > > > > > 
  > Send BUG REPORTS to bugs@xxxx> > Send SUGGESTIONS to 
  suggest@xxxx> > -----------------------------------------> 
  > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx > 
  > (Web page: <A 
  href=""><FONT face=Arial 
  size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
  face=Arial size=2>> > 
  --------------------------------------------> > Check group FAQ at: 
  <A 
  href=""><FONT 
  face=Arial 
  size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
  face=Arial size=2> > > > > Your use of Yahoo! Groups is 
  subject to <FONT 
  face=Arial size=2>http://docs.yahoo.com/info/terms/<FONT face=Arial 
  size=2> > > > > > ><FONT 
  face=Arial size=2>Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS 
  to suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: 
  <FONT 
  face=Arial 
  size=2>http://groups.yahoo.com/group/amiquote/messages/)<FONT 
  face=Arial size=2>--------------------------------------------Check group 
  FAQ at: <A 
  href=""><FONT 
  face=Arial 
  size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT 
  face=Arial size=2> Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 
  






Yahoo! Groups Sponsor


  ADVERTISEMENT 









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send 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.