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--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> wrote:
> 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
> ----- Original Message -----
> From: Keith McCombs
> To: 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.
> -- 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(Volume,"~RUTVol","X");
>
> AddToComposite(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
> ----- Original Message -----
> From: keithmccombs
> To: 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 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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