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I was gonna recommend scripting but since you mentioned using a macro
program I thought you might prefer it.
d
_____
From: sectorfund [mailto:Duke.Jones@xxxxxxxxxxxxxxxxxxxxxx]
Sent: Monday, September 13, 2004 12:49 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Advance Decline Line ATTN: DMcleod/Duke
John, That looks like the ticket. I think I can wade through this and
make it work. It is hard to find the nuggets in the archives and the
help files. Thank you for posting the link.
Regards,
Duke Jones, CMT
--- In amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:
> 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@xxxx>
> 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@x...]
> 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/
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![http://www.sectorrotationfund.com/MISC/sectorstree.png"http](http://www.sectorrotationfund.com/MISC/sectorstree.png"http){kind=link}
![http://www.sectorrotationfund.com/MISC/auto1.png"http://www](http://www.sectorrotationfund.com/MISC/auto1.png"http://www){kind=link}