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[amibroker] Re: Advance Decline Line ATTN: DMcleod



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Joe, Thank you for the help and ideas. Do you have a web link to the 
clearwater cd's? I will check them out.

--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> wrote:
> This is work done by another developer who likes to remain 
anonymous (AND I don't claim to represent him) but here goes on how I 
think you'll have to do it.  If you don't have the Amibroker 
Clearwater CDs you probably should get them to fill you in on the 
details. 
> 
> The objective as presented in Clearwater was to get breadth 
indicators on mutual funds given you know the holdings.  You can do 
the same for sectors.
> The code is surprisingly straightforward but you've got to do some 
set up leg work.
> 
> 1) Need to build 19 watchlists of each Rydex sector fund holdings 
(in your case it would be each sector with a limited number but 
representative component stocks).  The watchlists list are contiguous 
and number say WL 40 to 56. 
> 2) Combine all of these stocks into a master component list of all 
the stocks in each one of those sectors.  For Rydex it runs on approx 
300 unique stocks representing 17 sector funds.  If you ran it 
against the ALL list it may break the back of a 2 GigHz machine. As 
it is it take 7-8 minutes to run on these 300 stocks. 
> 3) The main AFL operates on list developed in step 2,  then looks 
in each watch list to finds what sector that stock belongs in and 
adds  the metrics you're looking for to the appropriate composite.  
> 4) These composites are  stored with Unique names like    
~+"fundname"+adv for the composite with advancing issues for the 
Energy Sector for example
> 5) To display these in one Layout you need a generic indicator that 
decodes the fundname
> 
> It probably could be coded with other program logic but this seems 
to be the most straight forward way to do it in AFL.  If AB would 
provide for processing the Watchlist literal name in AFL this would 
be a little easier.  
> 
> JOE 
> 
> 
> ----- Original Message ----- 
>   From: dmcleod1981 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Saturday, September 11, 2004 6:08 PM
>   Subject: [amibroker] Re: Advance Decline Line ATTN: DMcleod
> 
> 
>   Joe,
> 
>   I appreciate the help. This will work on a single composite run 
but I 
>   am trying to do all the sectors in one shot just as you can build 
>   them using SectorID() all with one run if that makes sense. 
> 
>   I found in the archives how to do that but there seems to be 
nothing 
>   on how to make the AD Lines using the same type of procedures.  I 
>   guess I could make a list using SectorID() == 1 etc but I thought 
>   there might be an easier way.
> 
>   I have sent a few hours on the archives and I may dig something 
but 
>   it sure is not the easiest thing to sort through.
> 
>   Thanks again for the suggestion.
> 
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> 
wrote:
>   > I didn't try to see what was happening with your code, but 
here's a 
>   code fragment from the Clearwater School that will develop the 
>   > 
>   > advancing issues and declining issues as well as new highs and 
new 
>   lows (note the original author used 60 bars or 6 weeks).
>   > 
>   > Apply it to a list of your sectors's stocks and run SCAN.
>   > 
>   >  There's a section for your indicator window that will display 
new 
>   highs/new lows. 
>   > 
>   > Best Regards
>   > 
>   > Joe Landry 
>   > 
>   > // Breadth of NDX100 
>   > 
>   > // Develops 4 composites that can be plotted or manipulated as 
you 
>   wish
>   > 
>   > // 
>   > 
>   > // How to Run
>   > 
>   > // 1) Build a watchlist of NDX100 stocks
>   > 
>   > // 2) Select an issue with a long history in the current ticker 
>   window
>   > 
>   > // 3) Set APPLY TO to use filter NDX100
>   > 
>   > // 4) Set RANGE to one bar... 1 n last quotations
>   > 
>   > // 5) Press SCAN
>   > 
>   > // Voila! 
>   > 
>   > Buy=Sell=0; 
>   > 
>   > Filter=1; 
>   > 
>   > //===================6 Weeks New Highs New 
>   Lows==========================================
>   > 
>   > AddToComposite(IIf(High > HHV(Ref(High, -1), 30), 1, 
>   0), "~NDXNewHighs", "X");
>   > 
>   > AddToComposite(IIf(Low < LLV(Ref(Low, -1), 30), 1, 
>   0), "~NDXNewLows", "X");
>   > 
>   > //===================Advance/Decline Issues 
>   > 
>   > AddToComposite(IIf(Close - Ref(Close, -1) > 0, 1, 
>   0), "~NDXAdv", "X" );
>   > 
>   > AddToComposite(IIf(Ref(Close, -1) - Close > 0, 1, 
>   0), "~NDXDec", "X" );
>   > 
>   > >>>>>>>>>>>>>>>>>>>>> For Your indicator builder 
>   <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<,
>   > 
>   > NASADV=Foreign("~NDXAdv","X");
>   > 
>   > NASDECL = Foreign("~NDXDec","X");
>   > 
>   > DIFF = NASADV-NASDECL;
>   > 
>   > Plot(NASADV,"NAS(Grn)",8,2);
>   > 
>   > Plot(-NASDECL,"NAS(Red)",4,2);
>   > 
>   > Plot(MA(Diff,10),"10dayMA",1,4);
>   > 
>   > Plot(0,"",colorLightBlue,1);
>   > 
>   > Title = "NASDAQ Adv(Green) & Decl(Red),Net10day MA";
>   > 
>   >   ----- Original Message ----- 
>   >   From: dmcleod1981 
>   >   To: amibroker@xxxxxxxxxxxxxxx 
>   >   Sent: Saturday, September 11, 2004 3:36 PM
>   >   Subject: [amibroker] Advance Decline Line
>   > 
>   > 
>   >   I am trying to use the addtocomposite to create an Advance 
>   Decline 
>   >   line for each sector.
>   > 
>   >   I have the following code but this does not create a 
cumulative 
>   line 
>   >   which is what I am trying to do.
>   > 
>   >   //creates advance /decline by sector composite
>   > 
>   >   up=C>Ref(C,-1);
>   >   dn=C<Ref(C,-1);
>   >   ADln=(up-dn);
>   >   Ad="~AD"+SectorID(1);
>   >   AddToComposite(ADln,AD,"C");
>   >   Buy=Sell=Short=Cover=0;
>   > 
>   >   I tried using Cum(ADln); etc but I am not really sure how all 
of 
>   this 
>   >   works together yet. Still a newbie grasping for a clue....
>   > 
>   >   Thanks
>   > 
>   >   DM
>   > 
>   > 
>   > 
>   > 
>   > 
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