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Dave
Good to hear you got it working. I don't run
this exact scan, but yes I do run a ranking scan daily. I contributed the
Turnover Ranking as an example, Perhaps of interest to you was a
discussion on whether this particular formula for turnover was the best as
opposed to MA(V * Close ,sov1).
see <A
href=""><FONT face=Arial
size=2>http://groups.yahoo.com/group/amibroker-ts/message/596<FONT
face=Arial size=2> for this discussion
>Just add
MA(V,sov1) * Close >= foreign>("~Top200Vol","C"); to my system and
that's it. Does that sound OK?What you suggest sounds right to
me
Andrew
<FONT face=Arial
size=2>
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
<A title=dcrotty2003@xxxxxxxxxxxx
href="">dcrotty2003
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 20, 2003 4:22
PM
Subject: [amibroker] Re: Top 200 stocks
by volume
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> > > > Send BUG
REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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