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Chuck,
Much appreciated. If the stock
is in for 1997 and out for 1998 exactly when would you sell/cover and how are
you implementing this in your formula?
Regards,William
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: Tuesday December 30, 2003
1:09 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: How to use multiple NASDAQ lists?
Dingo
and William (and possibly others),
<FONT face=Arial color=#0000ff
size=2>
Here
is the code that I decided to use:
<FONT face=Arial color=#0000ff
size=2>
InList
= IIf(Year() == 1993, InWatchList(21), IIf(Year() == 1994,
InWatchList(21), IIf(Year() == 1995,
InWatchList(21), IIf(Year() == 1996,
InWatchList(22), IIf(Year() == 1997,
InWatchList(23), IIf(Year() == 1998,
InWatchList(24), IIf(Year() == 1999,
InWatchList(25), IIf(Year() == 2000,
InWatchList(26), IIf(Year() == 2001,
InWatchList(27), IIf(Year() == 2002,
InWatchList(28), IIf(Year() == 2003,
InWatchList(29), IIf(Year() == 2004,
InWatchList(30),False))))))))))));
Buy =
myFilterOK and myTimingOK and mySignalOK and InList;
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Notes:
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>1. I like to test back to 1993 and I only had watchlists going back
to 1995. So, I took the liberty of stretching the 1995 list back to
1993. It isn't 100% accurate, but it is about 200% more accurate
than using a current list in 1993.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>2. If you are going to use de-listed stocks, you have to remember
to exit trades prior to running out of data for those stocks. I put
a specific value in the OI field on the 2nd from last day of trading to tell me
to close the position on the last day (if I happen to be in a trade
then).
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>3. So that I don't have to juggle watchlists next week, I set up a
(current) watchlist for 2004 and included the code for it even though it won't
be taking effect yet.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>4. Yes, I know that I didn't have to cater specifically for the
last year (2004). However, I prefer to do things this way for
documentation purposes.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxxxxxxxxxx]Sent: Tuesday, December 30, 2003 9:40
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: How to use multiple NASDAQ lists?
how
about sharing the method that you chose? I'm curious as to how you are doing
it.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: Chuck
Rademacher [mailto:chuck_rademacher@xxxxxxxxxx] Sent: Tuesday,
December 30, 2003 3:33 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] Re: How to use
multiple NASDAQ lists?
<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
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-----------------------------------------
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(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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