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Dave
to use this AFL, you need to set the APPLY TO ->
CURRENT STOCK not <FONT face="Courier New"
size=3>Filter -> Watchlist -> 1000 stocks.
For the current stock selected it is best to use a stock with no data holes ( I
use an INDEX ). I've copied a snippet of code from the AFL below, this is
what I tried to explain in first comment. Under user
variables are
sWatchlist = 4;
This is the watchlist you want to scan not write results to. Set this
to whatever you mistakenly set the filter to initially.
Rank_No = <FONT
color=#ff00ff>200; This is the depth you want to rank to ie. the
200th highest rank value will be added to the AddToComposite.<FONT
color=#008000 size=1>
//
****************************************************************
// APPLY TO - CURRENT STOCK - Set to
an index (no data holes).
// RANGE - FROM - "set date" TO -
"set date",
// SCAN or EXPLORE
//
****************************************************************<FONT
color=#0000ff>
osInitialize<FONT
face=Arial size=2>();
#pragma<FONT
face=Arial size=2> nocache
//#include
"afl/AP_Functions.afl";
<FONT face=Arial color=#000000
size=2>//////////////////////////////////////////////////
// User Variables - enter here
//
<FONT face=Arial color=#000000
size=2>/////////////////////////////////////////////////
sWatchlist = 4;
// set to desired
watchlist.
Rank_No = 1<FONT
color=#ff00ff>00; // set the depth to rank
to.
<FONT
color=#008000>
Hope this Helps, any problems just
ask
Andrew
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=dcrotty2003@xxxxxxxxxxxx
href="">dcrotty2003
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 20, 2003 9:50
AM
Subject: [amibroker] Re: Top 200 stocks
by volume
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 lastcouple 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 theRank
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 nothingto 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.> > > > > >
DaveSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend
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