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<FONT face=Arial color=#0000ff
size=2>Nirv,
If you
move the individual stocks into the appropriate watch lists (cap goods stocks
into a capgoods watch list etc) then you could easily use inwatchlist() .
Depending on the data vendor you use you may also have a look at sectorid() as
the sector information may already be stored in the stock. I know this is the
case quotes plus and tc2000, not sure about the free
vendors.....
Regards,Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: nirvana1x
[mailto:nirvanaiam@xxxxxxxxxxxx]Sent: Wednesday, May 19, 2004 8:24
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Sector rotation query, can Ami ?Hi members.
I am trying to create a sector rotation system, so when
you run a backtest,the only stocks it will run the test on will be only
the ones which belong to that sector. At the moment i
have created an excel macro that modifies all my data files and adds a
sector number in the OI field. It also fills the holes in the data for
more accurate composites, the data where the holes are filled have a
volume value of 1, this is so when i run a back test i add the formula (
and v>1) so i cannot by when there is a hole, or sell when there is a
hole. Then, in ami i creat composites of the
sectors. Then run a scan of these composites,
to create a single composite of the best performing sector as compared to
the other sectors. The result of this scan is a composite of
the sector numbers, e.g. if sector 7 is the best performer the composite
result is 7. Finally i can do a backtest, and 1 of the
conditions is for the stock OI field to be eqaul to the best performing
sector value.e.g SECToRNUM=
Foreign("~SECTNUM","C") ; Buy = IIf(OI==SECTERNUM AND
V>1,1,0) and whatever other buy condition you want;The above
idea, will in single backtest select only the stocks from each sector when
the sector is the best performer. e.g . if sector 2 is outperforming the
other sectors it will only buy stocks with the OI field having a value of
2 e.t.c. . Is there onother way to do this in
ami, without me having to use excel to modify the data files to place the
sector code value in the OI field.
Thanks.Send BUG REPORTS to
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