Re: [amibroker] RUT AddToComposite with TC2000 data

["Joe Landry" <jelandry@xxxxxxxxxxxxx>]

Keith
I count my Rut2000 stocks the same way using the 
same AFL statement but I get a count of 1895 all the way back to 1990, a flat 
line.  

AddToComposite(Volume,<FONT color=#ff00ff 
size=1>"~RUTVol",<FONT color=#ff00ff 
size=1>"X");
AddToComposite(<FONT color=#ff00ff 
size=1>1, <FONT color=#ff00ff 
size=1>"~RUTcount", <FONT color=#ff00ff 
size=1>"X");
On a first cut I would say it's survivorship, 
a conclusion you've probably come to also. The stocks in the Russell 2000 list 
today were not in the list in 1984. 
JOE     
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=kmccombs@xxxxxxxxxxxx 
  href="">keithmccombs 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Sunday, August 08, 2004 12:08 
  AM
  Subject: [amibroker] RUT AddToComposite 
  with TC2000 data
  I have been trying to get some composite data on the 
  Russell 2000 using TC2000 data.  My code is:// Gets data for 
  6 week new highs and lowsAddToComposite(IIf(H > 
  HHV(Ref(High,-1),30),1,0),"~RUTNewHighs", "X");AddToComposite(IIf(L < 
  LLV(Ref(Low,-1),30),1,0),"~RUTNewLows", "X");AddToComposite(1,"~RUTCount", 
  "X");Buy = Close > 100000;When I plot "~RUTCount" vs time, I 
  get values that smoothly increase from 335 on 1/4/1984 to 1592 on 1/3/2000 
  to 1831 on 8/6/2004 (last Friday).  I would expect major steps every 
  six months or so, but not smoothly increasing like this.  Also, I 
  would expect full 2000 for recent data.  I downloaded my list of 
  stocks from Russell on 7/6/2004.Does anyone have any idea what is 
  going on here?Check AmiBroker web page at:<A 
  href="">http://www.amibroker.com/Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


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