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Example:
Buy1=Cross(StochD(),30);Sell1=Cross(StochD(),80);
Buy=(InWatchList(5) AND DateNum()<1030101 AND Buy1)+(InWatchList(10)
AND DateNum()>1030101 AND Buy1);
Sell=(InWatchList(5) AND DateNum()<1030101 AND Sell1)+(InWatchList
(10) AND DateNum()>1030101 AND Sell1);
You should scan a set of stocks wider or equal to the sum of WL5+WL10
stocks.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "HB" <hmab@xxxx> wrote:
> Jayson, Graham, & Andrew,
>
> Thanks for your tips.
>
> Let me give me more details as to how I want to use this. When
backtesting, I need to determine, for each bar, if this ticker is
part of a certain watch list. If so, then I will accept the buy
signal, otherwise on.
>
> In my code sample, if the current bar is in the first half of year
2000, then tickers need to be in watchlist 7 in order to accept buy
signals. If the current bar is in the second half of year 2000, then
tickers need to be in watchlist 9 in order to accept buy signals.
>
> I was hoping to do something like:
>
> Buy = Buyconditions AND InWatchList(wlnum);
>
> So, in this case, is the solution to use Andrew's first code
snippet ? Or is there a simpler way to do this ?
>
> Thanks,
> HB
>
> ----- Original Message -----
> From: Andrew Perrin
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, December 16, 2003 8:34 PM
> Subject: Re: [amibroker] InWatchList help
>
>
> HB
> I believe the problem is that the function InWatchlist( ) does
not accept an array as arguments. A solution is to specify array
elements.
>
> //////////////////////////////////////////////////////////////////
///
> // returns 1 if Ticker in Given watchlist on specified date //
> //////////////////////////////////////////////////////////////////
//
> StartBar = LastValue( ValueWhen( Status("firstbarinrange"),
BarIndex() ) );
> FinishBar = LastValue( ValueWhen( Status("lastbarinrange"),
BarIndex() ) );
> today = DateNum();
> i = StartBar;
> while (i <= FinishBar)
> {
> ZeroKH1[i] = IIf(today[i]>=1000101 AND today[i] <=1000630, 7,0);
> ZeroKH2[i] = IIf(today[i] >=1000701 AND today[i] <=1001231, 9,0);
> wlnum[i] = ZeroKH1[i] + ZeroKH2[i];
> inWL[i] = InWatchList(wlnum[i]);
> i = i + 1;
> }
> Filter = 1;
> AddColumn(InWL,"inWL",1.0);
>
> This will work, it will however compare ticker to watchlist num
1 outside of the dates specified and will give a true result if
Watchlist 1 does contain ticker.
> Another solution that may overcome this is to use nested IIf
statements.
>
> //////////////////////////////////////////////////////////////////
///
> // returns 1 if Ticker in Given watchlist on specified date //
> //////////////////////////////////////////////////////////////////
//
> StartBar = LastValue( ValueWhen( Status("firstbarinrange"),
BarIndex() ) );
> FinishBar = LastValue( ValueWhen( Status("lastbarinrange"),
BarIndex() ) );
> today = DateNum();
> WL1 = 1; // first period watchlist
> WL2 = 2; // second period watchlist
> WLempty = 56; // specify an empty watchlist
> i = StartBar;
> while (i <= FinishBar)
> {
> wlnum[i] = IIf(today[i] >=1000101 AND today[i] <=1000630,
WL1,
> IIf(today[i] >=1000701 AND today[i]
<=1001231, WL2, WLempty));
> inWL[i] = InWatchList(wlnum[i]);
> i = i + 1;
> }
> Filter = 1;
> AddColumn(InWL,"inWL",1.0);
>
> If you are doing something more complex in this area, perhaps the
following AFL might help. Watchlist were set up to reflect the
composition of certain indexes at 6 mth intervals. Tickers were
selected that were part of the index at the start of each six month
period.
>
> Hope this helps, watch those line returns,
>
> Andrew
>
>
> //////////////////////////////////////////////////////////////////
//////////////////////////////
> // ASX300/ASX200 returns 1 if Ticker in ASX300/ASX200 in given
month. (Range 2000 on). //
> //////////////////////////////////////////////////////////////////
//////////////////////////////
> StartBar = LastValue( ValueWhen( Status("firstbarinrange"),
BarIndex() ) );
> FinishBar = LastValue( ValueWhen( Status("lastbarinrange"),
BarIndex() ) );
> Yr = Year();
> Mth = Month();
> Ticker = Name();
> i = StartBar;
> while (i <= FinishBar)
> {
> WatchlistNum[i] = IIf(Yr[i] ==2000, IIf(Mth[i] <7, 30,31),
> IIf(Yr[i] ==2001, IIf(Mth[i] <7,
32,33),
> IIf(Yr[i] ==2002, IIf(Mth[i] <7,
34,35),
> IIf(Yr[i] ==2003, IIf(Mth[i] <7,
36,37),39))));
> InASX300[i] = InWatchList( WatchlistNum[i] );
> WatchlistNum[i] = IIf(Yr[i] ==2000, IIf(Mth[i] <7, 40,41),
> IIf(Yr[i] ==2001, IIf(Mth[i] <7,
42,43),
> IIf(Yr[i] ==2002, IIf(Mth[i] <7,
44,45),
> IIf(Yr[i] ==2003, IIf(Mth[i] <7,
46,47),49))));
> InASX200[i] = InWatchList( WatchlistNum[i] );
> i = i + 1;
> }
> Filter = InASX300;
> AddColumn(InASX300,"in ASX300");
> AddColumn(InASX200,"on ASX200");
>
>
> ----- Original Message -----
> From: HB
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, December 17, 2003 6:21 AM
> Subject: [amibroker] InWatchList help
>
>
> Hello,
>
> I'm getting an error with the last line of following code.
Something about a bad argument. Can someone please help.
>
> //////////////////////////////////////
>
> today = DateNum();
>
> ZeroKH1 = IIf(today>=1000101 AND today <=1000630, 7,0);
> ZeroKH2 = IIf(today>=1000701 AND today <=1001231, 9,0);
>
> wlnum = ZeroKH1 + ZeroKH2;
>
> Filter = 1;
>
> AddColumn(InWatchList(wlnum),"inWL",1.0);
>
> //////////////////////////////////////
>
> Thanks,
> HB
>
>
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