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Hi Stephane,
Much appreciate your reply, thankyou.
I'll try it out and see how it goes. From what I understand it will
place the top 100 into a watchlist for the month. This would cut out
a couple of steps from what I posted before. ie: exporting to Excel
etc.
Using the code I think I could go through month by month and make a
chart up for each months top 100 and use that chart in a backtest.
Thanks again.
Regards Ranga
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<s.carrasset@xxxx> wrote:
>
> Hello,
> a solution ( if I understand you) would be to rank Tickers in a
> Watchlist on a monthly basis, and use this monthly rank on daily
> signal.
> Filtering your buy signal with
> Buy= something and Rank<101 // top 100
>
> example below with MFI
>
> list = GetCategorySymbols( categoryWatchlist, 0 );
>
> TimeFrameSet( inMonthly );
> StockNb=0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym);
> VarSet("MyInd"+i,MFI(14));// Indicator
> StockNb++;
> RestorePriceArrays();
> }
>
> Rank=1;
> for(i=0;i<stockNb;i++)
> {
> Rank=Rank + IIf(MFI(14)< VarGet("MyInd"+i),1,0);
> }
> TimeFrameRestore();
>
> Plot(TimeFrameExpand( rank, inMonthly ),"",2,1);
>
> >
> > Hi Tomasz,
> >
> > > Of course it is possible to implement it in AFL.
> > > What is impossible is to write a code for every user on every
> > request.
> >
> > I suppose my request looked like it was directed at you but I
> thought
> > anyone on the forum could reply. Thanks.
> >
> > Anyway, I'll give up on the idea unless there is easier way (any
> > gurus?) because ranking them monthly to find the top *** ONE
> HUNDRED
> > ONLY *** would need to:
> >
> > 1. Run this in AA for each month:
> >
> > TimeFrameSet( inMonthly );
> > PositionScore = C * V;
> > TimeFrameRestore();
> > PositionScore = TimeFrameExpand( PositionScore, inMonthly );
> >
> > 2. Export the results to Excel.
> > 3. Find the turnover for the 100th stock
> > 4. Add the value to a chart (Top100)
> > 5. AA backtester add a filter (C * V) >= foreign(Top100).
> >
> > Regards Rangaroopa
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> > wrote:
> > > Hello,
> > >
> > > Of course it is possible to implement it in AFL.
> > >
> > > What is impossible is to write a code for every user on every
> > request.
> > >
> > > As to:
> > > >> ie: if I run a scan with the timeframe on monthly with C * V
> and
> > > > rank
> > > >> the highest to lowest, I would like the highest 100. Doing
> this
> > for
> > > >> every month for backtesting.
> > >
> > > It is easy with time frame functions. It takes 4 lines of code.
> > >
> > > TimeFrameSet( inMonthly );
> > > PositionScore = C * V;
> > > TimeFrameRestore();
> > >
> > > PositionScore = TimeFrameExpand( PositionScore, inMonthly );
> > >
> > > Once you feed AmiBroker with correct score for each security,
it
> > will rank
> > > them for you automatically.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "rangaroopa2000" <rangaroopa2000@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Thursday, December 16, 2004 9:29 PM
> > > Subject: [amibroker] Re: Top 100 Backtest
> > >
> > >
> > > >
> > > >
> > > > Hi,
> > > >
> > > > I guess this (Top 100) is not possible with the latest
> functions
> > in
> > > > Amibroker then?
> > > >
> > > > Regards
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "rangaroopa2000"
> > > > <rangaroopa2000@xxxx> wrote:
> > > >>
> > > >> Hello Tomasz,
> > > >>
> > > >> Thankyou for your reply.
> > > >>
> > > >> Maybe I wasn't too clear with my words but what you suggest
> and
> > > > from
> > > >> my understanding, I would be able to backtest only
> the "latest"
> > top
> > > >> 100.
> > > >>
> > > >> I would like to find the top 100 for each and every month in
> the
> > > > past
> > > >> five years or so. They would vary as would the actual top
100
> > stock
> > > >> do.
> > > >>
> > > >> ie: if I run a scan with the timeframe on monthly with C * V
> and
> > > > rank
> > > >> the highest to lowest, I would like the highest 100. Doing
> this
> > for
> > > >> every month for backtesting.
> > > >>
> > > >> Thanks again.
> > > >>
> > > >>
> > > >>
> > > >>
> > > >>
> > > >> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > > > <amibroker@xxxx>
> > > >> wrote:
> > > >> > Hello,
> > > >> >
> > > >> > It is easy, run an exploration with average volume:
> > > >> >
> > > >> > Filter = BarIndex() == BarCount - 1;
> > > >> > AddColumn( MA( V, 100 ), "Avg volume" );
> > > >> >
> > > >> >
> > > >> > Then click on "Avg. volume" output column to sort it.
> > > >> > Then select top N (say top 100) from the list and
> > > >> > click with right mouse button over the list and
> > > >> > choose "Add selected results to watch list".
> > > >> >
> > > >> > From then on top-100 stocks will be on watch list of your
> > > >> > choice and you will be able to backtest them.
> > > >> >
> > > >> > You can also do this directly from backtest formula
> > > >> > (without need to run exploration).
> > > >> > Just use
> > > >> >
> > > >> > PositionScore = MA( V, 100 );
> > > >> >
> > > >> > and backtester will automatically prefer stocks with
higher
> > > > average
> > > >> volume.
> > > >> >
> > > >> > Best regards,
> > > >> > Tomasz Janeczko
> > > >> > amibroker.com
> > > >> > ----- Original Message -----
> > > >> > From: "rangaroopa2000" <rangaroopa2000@xxxx>
> > > >> > To: <amibroker@xxxxxxxxxxxxxxx>
> > > >> > Sent: Tuesday, December 14, 2004 10:46 AM
> > > >> > Subject: [amibroker] Re: Top 100 Backtest
> > > >> >
> > > >> >
> > > >> > >
> > > >> > >
> > > >> > > Hi Ron,
> > > >> > >
> > > >> > > Thanks for replying.
> > > >> > >
> > > >> > > It's difficult if not impossible to find a list of the
top
> > 100
> > > >> stocks
> > > >> > > over the past 5 years or so and I think using turnover
> would
> > be
> > > >> good
> > > >> > > anyway.
> > > >> > >
> > > >> > > I suppose I could go through each month and export the
> > turnover
> > > >> and
> > > >> > > pick out the top 100 and create a chart of the results.
I
> > just
> > > >> thought
> > > >> > > there maybe an easy way with all the fantastic functions
> AB
> > has
> > > >> now!
> > > >> > >
> > > >> > > BTW sorry about the double post.
> > > >> > >
> > > >> > > Regards
> > > >> > >
> > > >> > > --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9"
> <mrdavis9@xxxx>
> > > >> wrote:
> > > >> > >> There was some coding done here on this board very
> recently
> > In
> > > >> > > (November??) regarding Float turnover.
> > > >> > >>
> > > >> > >> Steve Woods wrote a book about Float turnover as well.
> > > >> > >>
> > > >> > >> One of the posters (Herman ) on this board was involved
in
> > > >> > > developing the recently developed code, and I think (but
> am
> > not
> > > >> sure)
> > > >> > > that someone also developed a way to retrieve the float
> > amounts
> > > >> from
> > > >> > > Yahoo. Hope this helps. Ron D
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