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[amibroker] Re: Example of buying top N stocks ranked by some metric - no takers?



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Hello,

It is actually simple and I will explain the process using your example setup.

First important thing to do is that 
Group 0, Market 0, Sector 0, Industry 0  is the DEFAULT setting for all newly
added symbols.
You may go to Symbol->Categories and rename the very first group,
market, sector and industry to "UNASSIGNED".
This is where all new symbols land.


> I imported one of my data directories. ASX. The data was placed in the ALL
> directory and in Group 0 and Market 0.
> 
> I changed group 0 and market 0 into ASX Equities using symbol categories.
> 
> I then tried to import my directory for London Stock Exchange. Using
> file->Database settings->Configure am I supposed to add further directory
> folders to this?? Where do they go? The yseem to get merged into All and
> ASX?? They certainly did not make another directory for themselves.

"All" category is the built-in category that just shows ALL SYMBOLS present in the database
in alphabetical order. If the symbol is present in the database it always shows up in "ALL" category.

I will explain a few lines below how you should proceed setting up your database.

> 
> I set bars to 100000 to ensure all data from my files was imported. is that
> correct? Now (even though the data goes back say 20 years ) the tree takes
> forever to initialise.

100000 bars for End-of-day database is WAY TO MUCH.
In File->Database Settings next to number of bars AmIBroker tells you exactly
how many days you will get. 
If you enter 100000 for end of day database it will display 384 YEARS !!!!

So please enter 6000 instead. It will display 23 years which is more than enough in your case.

> 
> I do not understand what process to do what I want to do.
> 
> I want to import metastock files for 8 different folders (ASX, LSE, NYS,
> etc) 8 exchanges.
> 
> I want them to be within their own directory called (ASX, LSE, NYS,
> etc)under markets.

Follow these steps:
1. Please create a NEW database with MS plugin (remember: 6000 bars only),
http://www.amibroker.com/guide/h_extsources.html
click Configure and pick up FIRST folder (ASX) you want to have, and click "Retrieve symbols",
then click "OK"

2.  Then go to Symbol->Categories
a) rename the markets to:
Market 0 ->>>>  UNDEFINED
Market 1 ->>>>  ASX
Market 2 ->>>> LSE
Market 3 ->>>> NYS
....

(make sure that the VERY FIRST market / group is called "UNDEFINED" ).

3. Go to Symbol->Organize assignments, "Market" tab
Select "UNDEFINED" from LEFT SIDE combo
and "ASX" from RIGHT SIDE COMBO
Click ">>" (Move All) button.
This will move all symbols from "Undefined" to "ASX" market

4. Go to File->Database Settings, click "Configure", add Next folder (LSE) and click "retrieve"

5. Go to Symbol->Organize assignment, "Market" tab
Select "UNDEFINED" from LEFT SIDE combo
and "LSE" from RIGHT SIDE COMBO
Click ">>" (Move All) button.
This will move all symbols from "Undefined" to "LSE" market

Repeat steps 4 and 5 until you add all other markets.

Now you will see all symbols categorised in markets you wanted.

> 
> Then I want to import data from another database directory for my futures
> data and put them in their own market name.

Repeat step 4 and 5 too.

> 
> Later I will go through these directories and select top 100 etc and put
> them into a group called top 100 so that should not bea problem.

Use WATCH LIST for that. Watch lists are better suited for such operations
especially because you can generate top 100 list via Automatic Analysis window
and add it to watch list automatically.

http://www.amibroker.com/guide/h_watchlist.html


And... please try sending just ONE reply instead of 2..4 because your e-mail is distributed
to 2000+ people worldwide.


Best regards,
Tomasz Janeczko
amibroker.com




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