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Hello John,
I always get the same message when using the sector scan, but I
haven't found any problems with the data in the sector composites.
With TC2000 I have about 30 large sectors, whereas the original AB
USStocksdatabase has the numbers 0 'til 63.
You haver to make sure, that you don't include any index symbols in
your scan. It makes no sense to calculate sector or IG composites on
existing indexes, even less with broad market indexes as Russell
2000 or so, let alone the VIX.
So maybe you should restrict the scan to the group "Stock" by
applying a filter in the automatic analysis window to make sure you
have only stocks assigned to the composites.
Also, you might have to check the "Undefined" symbols and assign
them manually to certain IG's and sectors.
Since QP ( which I like also ) and TC2000 maintain their database on
a daily bases, you might have to use the database settings of AB in
order to re-import the sysmbols and IG assignments from QP / TC2000
every weekend or so.
I switched from QP to TC2000 because TC2000 allows to update also
intraday ( 20min. delay though ) while QP delivers new EOD data only
several hrs. after the close - which is very late for me here in
Europe.
regards
Stefan
--- In amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:
> Hi,
>
> I use mostly QP data and when I run code containing "SectorID(1)",
such as
> that below, I get:
>
> SectorID is outside of correct range (0..63), possibly
> sector/industry assignments are incorrect
>
> I don't have problems with code containing "SectorID(0)".
>
> It may be because lots of my symbols have "-1" for Sector ID. (eg,
from QP:
> !SPX, CVW; from Yahoo: ^RUT; from MSN: $VIX).
>
> Do I have incorrect assignments and/or does anyone know how to get
around
> this problem?
>
> thanks,
>
> -john
> ----- Original Message -----
> From: "sgfuchs" <sgfuchs@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, August 05, 2004 3:35 PM
> Subject: [amibroker] Re: Composite Index Help
>
>
> Hello Dave
>
> For sector composites use :
> sym="~"+SectorID(1);
> AddToComposite(L,sym,"L");
> AddToComposite(O,sym,"O");
> AddToComposite(H,sym,"H");
> AddToComposite(C,sym,"C");
> AddToComposite(V,sym,"V");
> Buy=Sell=Short=Cover=0;
> Filter=1;
>
> For Industrygroup composites use :
> sym="~"+IndustryID(1);
> AddToComposite(L,sym,"L");
> AddToComposite(O,sym,"O");
> AddToComposite(H,sym,"H");
> AddToComposite(C,sym,"C");
> AddToComposite(V,sym,"V");
> Buy=Sell=Short=Cover=0;
> Filter=1;
>
> Simply run a scan with either of the formulas. No Group filters or
so
> - just scan on the whole database.
>
> You should find all composites in Groups folder 253.
>
> For updating, run the scan everytime after updating your database.
>
> This should do the trick, provided your data source is not
corrupted
> or full of dataholes.
>
> I'm using AB 4.6 beta with TC2000 database and it works very well.
>
> regards
> Stefan
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "davelansing2004"
<d.ankrapp@xxxx>
> wrote:
> >
> > Hi Dimitris,
> >
> > I've read the user's guide and also Herman's file on the multiple
> > uses of the AddToComposite function.. with that said, I copied a
very
> > simple code that Tomasz had written to calculate composites for
> > Sectors (I replaced the Sectors ID with Industry ID):
> >
> > sym = "~"+IndustryID(1);
> > AddToComposite(C,sym,"X",27);
> > AddToComposite(1,sym,"I",27);
> > y = Foreign(sym,"X")/Foreign(sym,"I");
> > Plot(y,sym,8);
> >
> > Basically, the composite plots are very erratic; there are large
> > spikes in the plots day-to-day, and the plots basically oscillate
> > without apparent trends... I know that the underlying data is
good..
> > I purchase EOD data from Reuters...so my question is how to
normalize
> > the data so that it's similar to the Dow Jones Indices...thanks!
> >
> > Dave
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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