|
PureBytes Links
Trading Reference Links
|
Dimitris,
As to your
" Please open the IB, paste your code, put in your WL20 3 stocks and
cause 10 holes at the end of one stock and then see the ziggy
result : WL20 has 2 tickers, 3 tickers, 2 tickers, 3 tickers etc."
According to my understanding the question was how to get the same result
as you would get from AddToComposite, i.e. the number of
components on BAR BY BAR basis (exactly like ATC will do that)
So I provided WORKING code for that. This code provides a way
to find out the bar-by-bar number of components with detecting possible holes.
For example if you wanted to calculate a composite index (sum of prices divided
by number of components (on bar by bar baseis) without ATC
it is possible with the code I provided.
On the other hand, if you want to PAD the holes you can simply replace third parameter
of Foreign call with "True" instead of "False".
I think it was discussed thousands of times already as well as explained
thoroughly at http://www.amibroker.com/f?foreign and there is no reason
to repeat all of that over and over again.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, February 28, 2004 1:37 PM
Subject: [amibroker] Re: empty scan of a watchlist (?)
> Tomasz,
> Do you really thing your code works ?
> Did you really try it , in your amibroker, before posting it ?
> Don't you really know how Foreign( sym, "C", False ) works ?
> [it is your choice and you should know the very strange way False
> works :
> If a stock XXX is missing the last 5 days of the user defined base
> index [in Symbol->Categories->] and the last available bar ic C=100,
> then the [strange !!] result of Foreign( "XXX", "C", False ) will be
> {empty}
> 100
> {empty}
> 100
> {empty}
> Please open the IB, paste your code, put in your WL20 3 stocks and
> cause 10 holes at the end of one stock and then see the ziggy
> result : WL20 has 2 tickers, 3 tickers, 2 tickers, 3 tickers etc.
> If I had not spent 3 years with this great software, I would ask the
> very simple question :
> "Sorry sir, how many tickers belong to WL20 in final analysis ???"
> But, I have spent a lot of my time with your software.
> It was my choice and I don't think I was wrong.
> I am more than sure that you will see the problem, no matter if you
> fix it or not, and you will give a more serious reply.
> With all due respect
> Dimitris
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > > The only safe way to count [and use it as a daily function] is
> > > through AddToComposite() function.
> > This is NOT entirely true.
> > The code you are using counts simply the number of items in comma
> separated
> > list of tickers. There are 3 strings so the result is thee.
> >
> > BUT THERE IS NOTHING THAT PREVENTS US FROM COUNTING ON BAR BY BAR
> BASIS
> > and this does NOT really require AddToComposite, see the code below:
> >
> > //Count tickers in watchlist function
> > //For Indicator Builder
> > WatchlistNumber=Param("Watchlist",20,0,63,1) ;//enter watchlist
> number
> > function CountTickersInWatchList( Listnum )
> > {
> > // retrive comma-separated list of symbols in watch list
> > list = GetCategorySymbols( categoryWatchlist, listnum );
> > Counter=0; // INITIALIZE COUNTER
> >
> > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > {
> > // TO COUNT BAR BY BAR YOU HAVE TO USE ARRAYS NOT SCALAR AND
> USE FOREIGN TO FIND OUT HOLES
> > Counter=Counter + ( NOT IsNull( Foreign( sym, "C",
> False ) ) );
> > }
> >
> > return Counter;
> > }
> >
> > Title="Watchlist # "+WriteVal(watchlistnumber,1)+" has "+
> > CountTickersInWatchList( WatchlistNumber) + " Tickers";
> > Plot(CountTickersInWatchList( WatchlistNumber) ,"",1,1);
> > Plot(Foreign("~count","v"),"",4,2);
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Saturday, February 28, 2004 9:45 AM
> > Subject: [amibroker] Re: empty scan of a watchlist (?)
> >
> >
> > > Anthony,
> > > One important detail !
> > > The code counts the symbols of WLxx, it DOES NOT give the
> population
> > > of WLxx in daily basis.
> > > If you have 3 tickers in WL20 and there are some missing data,
> the
> > > result will still be 3.
> > > The only safe way to count [and use it as a daily function] is
> > > through AddToComposite() function.
> > > Try to delete some quotations in WL20 stocks, run the
> > > AddToComposite(1,"~count","v");
> > > Buy=0;
> > > for WL20 and then plot the
> > > //Count tickers in watchlist function
> > > //For Indicator Builder
> > > WatchlistNumber=Param("Watchlist",20,0,63,1) ;//enter watchlist
> number
> > > function CountTickersInWatchList( Listnum )
> > > {
> > > // retrive comma-separated list of symbols in watch list
> > > list = GetCategorySymbols( categoryWatchlist, listnum );
> > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > {
> > > Count1=i;
> > > }
> > > return i;
> > > }
> > > Title="Watchlist # "+WriteVal(watchlistnumber,1)+" has "+
> > > CountTickersInWatchList( WatchlistNumber) + " Tickers";
> > > Plot(CountTickersInWatchList( WatchlistNumber) ,"",1,1);
> > > Plot(Foreign("~count","v"),"",4,2);
> > > and you will see.
> > > [We have a recent discussion with Stephane on the same subject.]
> > > The reason should be simple: If WL20 includes IBM, INTC and MSFT,
> > > then there should be somewhere an inside syntax
> > > WL20="IBM,INTC,MSFT", in other words WL20 should be nothing but a
> > > comma separated string. This fact does not include any info about
> > > missing [or excessive] bars.
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
> <ajf1111@xxxx>
> > > wrote:
> > > > Dalengo,
> > > >
> > > > Put this into Indicator builder, you can use Parameter to
> select
> > > different
> > > > watchlist....the total count will be in the title.
> > > >
> > > >
> > > > //Count tickers in watchlist function
> > > >
> > > > //For Indicator Builder
> > > >
> > > > WatchlistNumber=Param("Watchlist",0,0,63,1) ;//enter watchlist
> > > number
> > > >
> > > > function CountTickersInWatchList( Listnum )
> > > >
> > > > {
> > > >
> > > > // retrive comma-separated list of symbols in watch list
> > > >
> > > > list = GetCategorySymbols( categoryWatchlist, listnum );
> > > >
> > > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > >
> > > > {
> > > >
> > > > Count1=i;
> > > >
> > > > }
> > > >
> > > > return i;
> > > >
> > > > }
> > > >
> > > > Title="Watchlist # "+WriteVal(watchlistnumber,1)+" has "+
> > > >
> > > > CountTickersInWatchList( WatchlistNumber) + " Tickers";
> > > >
> > > >
> > > >
> > > > Anthony
> > > >
> > > > ----- Original Message -----
> > > > From: "dalengo" <dalengo@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Friday, February 27, 2004 12:29 PM
> > > > Subject: [amibroker] empty scan of a watchlist (?)
> > > >
> > > >
> > > > > Hi,
> > > > > Can someone help with the scan of a watchlist function?
> > > > > I am trying a trivial counting of entries in N100 watchlist
> > > > > by scanning the AFL AB 4.51.1:
> > > > >
> > > > > AddToComposite(1,"~COUNT","V");
> > > > > Buy=0;
> > > > >
> > > > > N100 is in List0, and all entries in List0 are valid (display
> > > > > properly).
> > > > > I use filter:list0 in AA to aim AA at list0 per User Guide,
> > > > > run the Scan and get nothing.
> > > > > Run for CURRENT stock, get ~COUNT=1, run for ALL STOCKS, get
> > > > > (in US-Stocks) ~COUNT=6592 on 2/23/04, again for one stock,
> get 1.
> > > > > Run again on List0 using Filter: get nothing (old result
> remains
> > > > > unchanged).
> > > > >
> > > > > What's wrong?
> > > > >
> > > > > Many thanks for your suggestions,
> > > > > -Dalengo
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
> > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > -----------------------------------------
> > > > > 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
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > >
> > > >
> > > > ---
> > > > Outgoing mail is certified Virus Free.
> > > > Checked by AVG anti-virus system (http://www.grisoft.com).
> > > > Version: 6.0.583 / Virus Database: 369 - Release Date: 2/10/2004
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > 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
> > >
> > >
> > >
> > >
> > >
> > >
>
>
>
> 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
>
>
>
>
>
>
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:
http://docs.yahoo.com/info/terms/
|