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PureBytes Links
Trading Reference Links
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Here's the Web site for FT Monitor publications and archives. Was a FastTrack only magazine this conference was almost all
Amibroker
http://www.ftmonitor.com/
http://www.ftmonitor.com/school4order/clearwater4order.html
You'll have to dig a bit to find where the order HTML pages are but I linked you there with the link above. Careful not to order 2003
CDs.
The work that I transferred and fitted to my Amibroker system is done by Werner Ganz whose work over the years
has advanced the technical analysis in FastTrack to a new level and whose work has increased many FT users personal
net worth. Thanks Werner. Werner would like to be known as UCA, Unkown Clearwater Author.
JOE
PS You can put a human face on many of the gurus writing on this board from the photos at the school. Brucer, Werner Ganz, Dingo, Bill Barack, Ken Close and Dexter French who's resource site for THE intellectual property of the FastTrack community surpasses any need you might have. All you have to do is know FT and TRADE. Richard Boroff who's on this board a few times is the manager/owner of the FT Monitor.
I'm sure I left off someone who'll be p...ed off. Sorry about that.
----- Original Message -----
From: dmcleod1981
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, September 12, 2004 8:22 PM
Subject: [amibroker] Re: Advance Decline Line ATTN: DMcleod
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
> >
> >
> >
> >
> >
> > 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
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> >
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> > [Non-text portions of this message have been removed]
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>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
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