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Hi Andrew, thanks for your reply.
Re: Add To Composite RankValue based on Ranking calculation.
Using the code in the message you wrote, I believe I could use the
composite value as a filter in my systems backtest.
I could run the top 200 volume code over each month for the last
couple of years, setting up watchlists/composites to use in backtesting.
Then in my system, add a date function for each of the months
composites as a volume filter for backtesting over the 1000 stocks.
ie:
IIf(Year()==2003 AND Month()==11,MA(V,sov1) * Close >= foreign
("~Top200Vol_11_2003","C"),
IIf(Year()==2003 AND Month()==12,MA(V,sov1) * Close >= foreign
("~Top200Vol_12_2003","C"),
....etc etc etc
Nothing's never that easy is it!! ...hoping for a simpler way.
Anyway down to business :-) I've downloaded the Osaka plug-in and run
the code on a watchlist of 1000 stocks. I get the composite come up
with zero and nothing in my watchlist 4. In the AA results all the
Rank Values are zero.
Any idea what I could be doing wrong? I'm selecting Apply to ->
Filter -> Watchlist -> 1000 stocks and setting the date to the last
months worth. I'm using AB Version 4.5.6 and I guess there's nothing
to setup in the Settings?
Thanks, Dave
--- In amibroker@xxxxxxxxxxxxxxx, "Andrew" <a.perrin@xxxx> wrote:
> Dave
> Take a look at messages 50428 and 50457. They might be what you
want
>
> Andrew
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dcrotty2003"
<dcrotty2003@xxxx>
> wrote:
> > Hi Mark, and thanks for the reply.
> >
> > Sounds a bit tricky, I have no knowledge of JScript.
> >
> > Would anyone have already coded something similar in JScript that
> > Mark suggested and I may be able to modify it.
> >
> > Otherwise, any other suggestions on how to do it? Thanks.
> >
> > Dave
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mark H" <amibroker@xxxx>
wrote:
> > > I haven't tried that, but based on what I read in the help file,
> > you can do an automatic script to accomplish that.
> > >
> > > 1. load the explore formula and settings
> > > 2. invoke the explore
> > > 3. save the results to a file
> > > 4. read the file and choose the top 200 tickers
> > > 5. clear existing watchlist
> > > 6. set the 200 tickers to watchlist
> > >
> > > You can even add the backtest steps:
> > >
> > > 7. load the backtest formula and settings
> > > 8. invoke the backtest
> > > 9. save the reports to files.
> > >
> > > All these can be done in JScript. After that, the whole process
> is
> > just one click away.
> > >
> > > - Mark H.
> > > ----- Original Message -----
> > > From: dcrotty2003
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Thursday, December 18, 2003 4:51 PM
> > > Subject: [amibroker] Top 200 stocks by volume
> > >
> > >
> > > Hi,
> > >
> > > From a newbie EOD trader. Instead of backtesting using todays
> > index,
> > > is it possible to create a daily list of 200 only stocks from
> a
> > list
> > > of 1000 filtered by moving average volume and my system
> > backtested on
> > > this list?
> > >
> > > I know I could do an explore to pick out the top 200 and save
> it
> > to a
> > > watchlist then backtest on the list, but I want the list to be
> > > changed everyday within the backtest.
> > >
> > > I don't want if using the rank function to only buy top-down
> > stocks
> > > with the highest volume but to buy any of the 200 selected
> stocks.
> > >
> > > Thanks for any help.
> > >
> > > Dave
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