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Joe --
I find it interesting that we do not get the same count. What are you
using for a data source, TC2000 or something else? Also where did you
get your Rut2000 list from?
Smitty --
You have a good point regarding name changes, etc. However, I would
think that more than 80% of the stocks in todays Rut2000 were in
existence, with the same name, only 4 1/2 years ago. And less than 92%
right now??
Anyone --
Any ideas on how I might generate a list of the symbols in my Rut2000
Watch List that were either found or not found on any particular day?
That might help me understand this weirdness.
Thanks for your help.
-- Keith
Joe Landry wrote:
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<font
size="1">(Volume,"~RUTVol"<font
size="1">,"X"<font
size="1">);
AddToComposite<font
size="1">(1,
"~RUTcount",
"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
>
<div
>-----
Original Message -----
<div
>From:
keithmccombs
<div
>To:
<a title="amibroker@xxxxxxxxxxxxxxx"
href="">amibroker@xxxxxxxxxxxxxxx
<div
>Sent:
Sunday, August 08, 2004 12:08 AM
<div
>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 lows
AddToComposite(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?
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Check AmiBroker web page at:
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