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RE: [amibroker] dividend effects



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Herman,
You tweak the code and I do not feel responsible for this.
Since the subject is interesting, read again the
http://groups.yahoo.com/group/amibroker/message/56379
and try to see the difference between OrdNo and catalogue ID.
As for your code, you try to use [ ] - subscript operator with stocks 
with different histories.
But, if BGEN has, say, 901 bars in your database, then the last BGEN 
close will be C[900].
If, in the same database, MSFT [and the other N100 stocks] has 951 
bars, then C[900] will not be the last MSFT close.
The last MSFT close will be C[950], which is "out of range" for the 
shorter BGEN.
Dimitris Tsokakis 
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" <psytek@xxxx> 
wrote:
> Thanks for your comments DT.
> 
> Yes, I did try your code and I got "exactly" the same results using 
your
> code as using StockNum. I quess you didn't try my code :-) Here is 
the
> example highlighting my problem again, this time I include your 
code for
> comparison: it doesn't change anything (see chart below, Red is 
mine, Blue
> is your code).
> 
> The question remains unanswered: why does a stock that stops 
trading but
> that remains in the watchlist change the sequence of 'StockNum's in 
my
> composite? I expected to see a straight line.
> 
> My chart shows that when my stock (#11) stops having data it's 
StockNum
> drops to zero and then the offset is added again at position 56. 
There is
> probably a very simple explanation but i don't see/understand what 
is
> happening.
> 
> herman
> 
> 
> 
> Buy=Sell=Short=Cover=0;
> StockNum = Status("StockNum");
> 
> function DTid()
>    {
>    Listnum=0;id=0;
>    list = CategoryGetSymbols( categoryWatchlist, listnum );
>       for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
>       {
>       if(sym==Name()) {id=i;}
>       }
>    return id;
>    }
> 
> T1[BarCount-StockNum-1] = StockNum;
> AddToComposite(T1,"~T1","X");
> T2[BarCount-StockNum-1] = DTid();
> AddToComposite(T2,"~T2","X");
> SetForeign("~T1");
> Plot(C,"T1",6,1|4);
> SetForeign("~T2");
> Plot(C,"T2",4,1|4);
> GraphXSpace = 5
>   -----Original Message-----
>   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
>   Sent: January 7, 2004 9:19 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: Need a Numerical Stock reference
> 
> 
>   Herman,
>   Did you really try the code [after the instructions] and didnīt 
work
>   reliably ?
>   Because it works in my 4.50.6.
>   If BEAS is #18 in the superWL60, it will give ID=18 in any
>   exploration [current stock, other WL including BEAS, other group
>   including BEAS etc].
>   This ID=18 will be unique for BEAS and, as far as I understood, it
>   was your request.
>   Do not forget to move **ALL** stocks into WL60 **BEFORE** any
>   exploration.
>   I have no doubt it works !!
>   Dimitris Tsokakis
>   --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen" 
<psytek@xxxx>
>   wrote:
>   > Thanks DT but that doesn't work reliably.
>   >
>   > Your ID is not permanent across watchlist or with changing
>   watchlists. Take
>   > my current problem. All I want to do is store StockNumbers in an
>   composite,
>   > starting with stock zero in the last bar. I intended to use the
>   other price
>   > fields for temporary stock specific data, as an easy lookup 
table.
>   I think
>   > quite a few users use this method...but see what unexpected 
results
>   I got.
>   > Frankly I can't explain what is happening, perhaps you can?
>   >
>   > If you have time do me a favour and load this simple code into 
your
>   AA. Make
>   > sure you have BGEN (stopped trading for QP2 2003/11/12) in your
>   N100. Run a
>   > Scan on All Quotations, then Old-Backtest and click Equity to 
see
>   the chart.
>   > You'll get figure 1, now remove BGEN and repeat, and you'll get
>   figure 2.
>   > You might also make BGEN current and you'll see that the chart 
is
>   truncated.
>   > All this really messed with my data...
>   >
>   > thanks for any explanation you may be able to give,
>   > herman.
>   >
>   > Buy=Sell=Short=Cover=0;
>   > StockNum = Status("StockNum");
>   > T1[BarCount-StockNum-1] = StockNum;
>   > AddToComposite(T1,"~T1","X");
>   > SetForeign("~T1");
>   > Plot(C,"T1",4,1|4);
>   > GraphXSpace = 5;
>   >
>   >
>   > Figure 1 - This is what you get with BGEN in the N100
>   >
>   >
>   > Figure 2 - This is how it should look!
>   >
>   >
>   >
>   >   -----Original Message-----
>   >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
>   >   Sent: January 7, 2004 7:45 PM
>   >   To: amibroker@xxxxxxxxxxxxxxx
>   >   Subject: [amibroker] Re: Need a Numerical Stock reference
>   >
>   >
>   >   Herman,
>   >   The ID will be available if you send all stocks to, say, WL60.
>   >   Then,
>   >
>   >   Listnum=60;id=0;
>   >   list = CategoryGetSymbols( categoryWatchlist, listnum );
>   >      for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
>   >   {
>   >   if(sym==Name())
>   >   {id=i;}
>   >   }
>   >   Filter=1;
>   >   AddColumn(id,"ID");
>   >   Dimitris Tsokakis
>   >   --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
>   <psytek@xxxx>
>   >   wrote:
>   >   > Hello,
>   >   >
>   >   > Would anybody know if there is a way to assign, or perhaps 
AB
>   has
>   >   it already
>   >   > internally, a permanent numerical ID to stocks?
>   >   >
>   >   > What I need is a fast NumericalStockID <-> Symbol conversion
>   >   routine (DLL?).
>   >   > Would it be possible to convert a Symbol's ASCII string to a
>   number
>   >   within
>   >   > the processing range of AB? I don't like tables because they
>   have
>   >   to be
>   >   > maintained, loaded and saved.
>   >   >
>   >   > It is so much easier to work with permanent reference 
numbers as
>   >   they can be
>   >   > stored and manipulated in numerical arrays.
>   >   >
>   >   > Status("StockNum") doesn't work for me because it changes 
with
>   the
>   >   watchlist
>   >   > or when a stock drops out half-way during an AA operation, I
>   found
>   >   that out
>   >   > the hard way :-(
>   >   >
>   >   > Are there any rules that govern the creation/issue of stock
>   symbols?
>   >   >
>   >   > many thanks for any help you can give,
>   >   > herman.
>   >


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