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Re: [amibroker] Re: Advance Decline Line ATTN: DMcleod/Duke



PureBytes Links

Trading Reference Links

Hi Duke,

regarding chaining or linking routines together, see 'batch backtesting' in:

HTH,

http://www.amibroker.com/guide/objects.html

-john
----- Original Message ----- 
From: "Duke Jones, CMT" <Duke.Jones@xxxxxxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 13, 2004 8:44 AM
Subject: RE: [amibroker] Re: Advance Decline Line ATTN: DMcleod/Duke


Joe,

I have 25 sectors defined (HYPERLINK
"http://www.sectorrotationfund.com/MISC/sectorstree.png"http
://www.sectorrotationfund.com/MISC/sectorstree.png) with
about 7000 stocks including the undefined stocks. For this
particular scan (%RSI) I have stocks defined in the filter
and with n=1 it takes about 1 minute 40 seconds to run
through the scan. This is on a Dell 650 dual Xeon
workstation.

I have quite a few of these routines that I am porting over
to AB. They will need to be run a regular basis and other
than using a macro program is there a way to chain/link them
together? Anyone?

Thanks,

Duke Jones, CMT
www.sectorrotationfund.com

   _____

From: Joe Landry [mailto:jelandry@xxxxxxxxxxxxx]
Sent: Monday, September 13, 2004 8:37 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Advance Decline Line ATTN:
DMcleod/Duke

Duke - (and Anthony Faragasso)
Thanks for the sector  routine. I'm going to see if I can
fit it to my system this week.
Does it operate/run against all the sectors defined in the
database and all the stocks?
How long does it take on what speed system?

Best regards
JOE
  ----- Original Message ----- 
  From: dmcleod1981
  To: amibroker@xxxxxxxxxxxxxxx
  Sent: Sunday, September 12, 2004 8:31 PM
  Subject: [amibroker] Re: Advance Decline Line ATTN:
DMcleod


  Duke, I don't quite understand the code yet you showed but
that is
  the idea I was trying to do.

  Have you switched to Amibroker from the other software you
were
  using? The reason I ask is that I am a lurker on a list
you are on
  and I have received your chart books in the past and they
are great.
  I would like to do the same type of things in Amibroker.

  Thanks to both you and Joe for helping out a "newbie."

  DM

  --- In amibroker@xxxxxxxxxxxxxxx, "Duke Jones, CMT"
<Duke.Jones@xxxx>
  wrote:
  > Here is something that might work for you. The idea was
  > courtesy of Anthony Faragasso who helped me in making a
  > single AA that could update the Watchlists, Sectors and
  > Industry groups in one pass. This particular one
measures
  > the percentage of stocks for the sector over 70/under 30
  > based on RSI. A chart link is enclosed to help you
visualize
  > the code after an indicator is created. HYPERLINK
  > "HYPERLINK
"http://www.sectorrotationfund.com/MISC/auto1.png"http://www
.sectorrotationfund.com/MISC/auto1.png"HYPERLINK
"http://www"http://www
  > .sectorrotationfund.com/MISC/auto1.png.
  >
  > I too am a rookie in Amibroker but I like it more and
more
  > everyday. This might be my only chance to help out for
  > awhile! :-)
  >
  >
  > if(SectorID()== 0)
  > {
  > sym="*" + "UndefinedOB";
  > AddToComposite( RSI() > 70, SYM, "V");
  > AddToComposite( 1, sym, "I" );
  >
  > syma="*" + "UndefinedOS";
  >
  > AddToComposite( RSI() < 30, syma, "V");
  > AddToComposite( 1, syma, "I" );
  >
  > }
  >
  > else if(SectorID() == 1)
  > {
  > sym = "*"+"Aerospace Sector RSIOS";
  > AddToComposite( RSI() > 70, SYM, "V");
  > AddToComposite( 1, sym, "I" );
  >
  > syma = "*"+"Aerospace Sector RSIOS";
  > AddToComposite( RSI() < 30, syma, "V");
  > AddToComposite( 1, syma, "I" );
  >
  > }
  >
  > else if(SectorID() == 2)
  > {
  > sym = "*"+"Automotive Sector RSIOB";
  > AddToComposite( RSI() > 70, SYM, "V");
  > AddToComposite( 1, sym, "I" );
  >
  > syma = "*"+"Automotive Sector RSIOS";
  > AddToComposite( RSI() < 30, syma, "V");
  > AddToComposite( 1, syma, "I" );
  >
  > }
  >
  > else if(SectorID() == 3)
  > {
  > sym = "*"+"Banking Sector RSIOB";
  > AddToComposite( RSI() > 70, SYM, "V");
  > AddToComposite( 1, sym, "I" );
  >
  > syma = "*"+"Banking Sector RSIOS";
  > AddToComposite( RSI() < 30, syma, "V");
  > AddToComposite( 1, syma, "I" );
  >
  > }
  >
  > //etc etc
  >
  > Buy=Sell=Short=Cover=0;
  >
  > Filter=1;
  >
  >
  > Regards,
  >
  > Duke Jones, CMT
  > www.sectorrotationfund.com
  >
  >    _____
  >
  > From: dmcleod1981 [mailto:dmcleod1981@x...]
  > Sent: Saturday, September 11, 2004 6:09 PM
  > To: amibroker@xxxxxxxxxxxxxxx
  > 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:
  > >   HYPERLINK
  > "HYPERLINK
"http://www.amibroker.com/"http://www.amibroker.com/"HYPERLI
NK "http://www.amibroker.com/"http://www.amibroker.com/
  > >
  > >   Check group FAQ at:
  > HYPERLINK
  > "HYPERLINK
"http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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  >
  > >
  > >
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  > >
  > >
  > >
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