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Keith - I may be wrong but I think the 2000
designation may be like a generic name...don't know.
On a similiar topic for component stocks, the NYSE
stocks are contained in the TC2000, but you have to extract them with an
EasyScan, they're not set aside as a separate component list. There's a
proprietary indicator that's based on NYSE that I've been trying to reverse
'engineer' for a couple of week with approximate success, and it's called
Lowry's Buying Power/Sell Pressure. Here again I wondered about the
component stocks of an index and what is used to develop the indicator.
The Lowry's organization beside having a proprietary algo for generating the
indicator also pare down the NYSE list to only operating companies, so financial
instruments like closed end funds are eliminated.
Best regards
JOE
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Keith
McCombs
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, August 08, 2004 9:45
PM
Subject: Re: [amibroker] RUT
AddToComposite with TC2000 data
Joe --I didn't realize that
TC2000 had a R2000 watch list until you sent this last email. It is very
interesting that TC2000 has only 1979 entries. I will try to find out
where in Limbo the other 21 companies are and also the differences between the
TC2000 list and the one from Russell.I just tried your ticker
list. I get a count of 1979 from May 27, 2004 to today. However
smoothly decreasing numbers before that, down to 1611 on 1/3/00 and to 341 on
1/4/1984.I am beginning to believe this drastic fall off (based mostly
on the numerous responses I received from the amibroker group).
Wow!Thanks for the help.-- KeithJoe
Landry 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
<BLOCKQUOTE
>
<DIV
>-----
Original Message -----
<DIV
>From:
Keith
McCombs
<DIV
>To:
<A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
<DIV
>Sent:
Sunday, August 08, 2004 12:24 PM
<DIV
>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 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:<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
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