|
PureBytes Links
Trading Reference Links
|
Keith - I think I got my first list from the
Russell site, pre July adjustment. Don't know how good the TC2000 data
supply is in your opinion but I think they're pretty good.
Here's the ticker list of component stocks from
TC2000. In this one there are 1979 and I've counted them 2 different ways in AB,
I know the composite it working for the current date.
JOE
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Keith
McCombs
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, August 08, 2004 12:24
PM
Subject: Re: [amibroker] RUT
AddToComposite with TC2000 data
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.--
KeithJoe 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.
<FONT color=#0000ff
size=1>AddToComposite(Volume,<FONT
color=#ff00ff size=1>"~RUTVol",<FONT
color=#ff00ff size=1>"X");<FONT
face=Arial size=2>
<FONT color=#0000ff
size=1>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
>
<DIV
>-----
Original Message -----
<DIV
>From:
<A title=kmccombs@xxxxxxxxxxxx
href="">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 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
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
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
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Attachment:
R2K TC2000.tls
Attachment:
Description: "Description: Binary data"
|