|
PureBytes Links
Trading Reference Links
|
<FONT face=Arial color=#0000ff
size=2>Thanks, DT and others who have sent suggestions on this subject. I
now have it working fine.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Tuesday, December 30, 2003 3:25
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
How to use multiple NASDAQ lists?Chuck,Following
the conventions*Year2000 synthesis into WL10*Year2001 into
WL11*Year2002 into WL12*Year2003 into WL13*All above stocks into
WL15*exit open trades by the end of the yearhere is the code to
backtest them.Select WL15 for all quotations
withBuy1=Cross(StochD(),30);Sell1=Cross(StochD(),80);Short1=Sell1;Cover1=Buy1;//the
trading
rulesY2000=Year()==2000;Y2001=Year()==2001;Y2002=Year()==2002;Y2003=Year()==2003;Cond0=Year()==2001
AND Ref(Year(),-1)==2000;//exit by the end of the
yearCond1=Year()==2002 AND Ref(Year(),-1)==2001;Cond2=Year()==2003
AND Ref(Year(),-1)==2002;Cond3=Year()==2004 AND
Ref(Year(),-1)==2003;Buy=(InWatchList(10)*Y2000+InWatchList(11)*Y2001+InWatchList(12)*Y2002+InWatchList(13)*Y2003)*Buy1;Sell=(InWatchList(10)*Sell1
OR Cond0)+(InWatchList(11)*Sell1 OR Cond1)+(InWatchList(12)*Sell1 OR
Cond2)+(InWatchList(13)*Sell1 OR
Cond3);Short=(InWatchList(10)*Y2000+InWatchList(11)*Y2001+InWatchList(12)*Y2002+InWatchList(13)*Y2003)*Short1;Cover=(InWatchList(10)*Cover1
OR Cond0)+(InWatchList(11)*Cover1 OR Cond1)+(InWatchList(12)*Cover1 OR
Cond2)+(InWatchList(13)*Cover1 OR Cond3);I hope the mechanism is
clear.Dimitris Tsokakis--- In amibroker@xxxxxxxxxxxxxxx, "Chuck
Rademacher" <chuck_rademacher@x> wrote:> I'm hoping that one
of you guys (or gals) who were able to use the> historical NASDAQ lists
that I posted can now help me. I basically want to>
trade only the stocks on the 1997 list, for instance, in 1997.
The stocks> on the 2001 list in 2001. And so
on.> > I'm assuming that I would make a watchlist that contains
the sum of all of> the watchlists (1995 to 2003). I
would then create a separate watchlist> for each year.
Then, while trading the master list, my AFL would check the> year
using the Year() function and only trade if the stock was in the>
watchlist for the corresponding year. Once in a trade, I won't
worry about> exiting if the stock no longer appears in the
list. I have my own way of> determining if the stock is
no longer traded.> > Anyone care to help me and, no doubt,
others by supplying some code?> > Thanks,> >
ChuckSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|