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Andrew,
Excellent!! :-) got it going, thanks for your time and your code. I didn't
understand how it worked and now that I see it on a chart, I doesn't
look like it's necessary to do it month by month as I mentioed in my
previous post. Just add MA(V,sov1) * Close >= foreign
("~Top200Vol","C"); to my system and that's it. Does that sound OK?
Do you run this daily prior to Scaning for signals?
Thanks again.
Dave
--- In amibroker@xxxxxxxxxxxxxxx, "Andrew Perrin" <adjp@xxxx>
wrote:
> Dave
> to use this AFL, you need to set the APPLY TO -> CURRENT
STOCK not 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 = 200; This is the depth you want to rank to ie. the 200th
highest rank value will be added to the AddToComposite.
>
> //
****************************************************
************
> // APPLY TO - CURRENT STOCK - Set to an index (no data holes).
> // RANGE - FROM - "set date" TO - "set date",
> // SCAN or EXPLORE
> //
****************************************************
************
> osInitialize();
> #pragma nocache
> //#include "afl/AP_Functions.afl";
> //////////////////////////////////////////////////
> // User Variables - enter here //
> /////////////////////////////////////////////////
> sWatchlist = 4; // set to desired watchlist.
> Rank_No = 100; // set the depth to rank to.
>
>
> Hope this Helps, any problems just ask
>
> Andrew
> ----- Original Message -----
> From: dcrotty2003
> To: 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 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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