RE: [amibroker] RUT AddToComposite with TC2000 data

["RR" <stocks@xxxxxxxxxxxxx>]

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The 
tables show the turnover of various SP indices.  Since the SmallCaps are 
largely a subset of the Russell 2000, you 
can 
see there is significant turnover.  Of course, many of these companies get 
bought out, go bankrupt, get promoted 
to 
large caps and move exchanges. 25% of the companies were changed in 2000 alone 
for SP Smallcap 600.  

  <FONT face="Times New Roman" 
  size=2>-----Original Message-----From: Gary A. Serkhoshian 
  [mailto:serkhoshian777@xxxxxxxxx]Sent: Sunday, August 08, 2004 2:22 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  RUT AddToComposite with TC2000 data
  Keith,
   
  I've been down this road with symbol lists going back to 98, and yes 
  these companies do change ticker symbols at an alarming rate.  So, if you 
  have symbols lists that go back beyond 2003 you can essentially throw them out 
  unless you took composites of them when they were current.  
   
  Even if a ticker does exist that belongs to a given Rut tickerlist for a 
  past year, there is a reasonable chance that the ticker was reassigned to 
  another company.  As such, you'll generate compostites, but they will not 
  be correct.
   
  The only way around this delisted ticker problem is to use CSI data, but 
  even now I can't get it to work efficiently with AmiBroker.
   
  Sorry to muddy the waters further, but you did ask. : )
   
  Regards,
  Gary
   
  Keith McCombs <kmccombs@xxxxxxxxxxxx> 
wrote:
  <BLOCKQUOTE class=replbq 
  ><FONT 
    size=-1>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 
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