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hello,
can this be used for "qp2's"
"qrs","eps"
THANKS
"s.carrasset" <s.carrasset@xxxxxxxxxxx> wrote:
Hello, I have always many interest in ranking and stocks selection. I think you can add in watchlist 0 thousand stocks, and get for each stock its monthly rank ( with full code below) so you can Buy = conditions and (Monthly_rank < 101) ; I have tested the code in AA with status (stocknum) and it works.
stephane
listNum=0 ;//enter watchlist number list = GetCategorySymbols( categoryWatchlist, listnum ); TimeFrameSet( inMonthly ); for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ ) { SetForeign(sym); VarSet("MyInd"+i,MFI(14));// Indicator /* VarSet stores the Value of MFI ticker 0 has its value of MFI stored in MyInd + 0 ticker 1 has its value of MFI stored in MyInf + 1 ... */ Rank =1;// Initialize the Rank
for( j = 0; ( item = StrExtract( list, j ) ) != ""; j++
) { SetForeign(item); VarSet("ThisInd"+j,MFI(14));//Indicator Rank=Rank + IIf( VarGet("MyInd"+i) < VarGet("ThisInd"+j),1,0); /* VarGet returns the value of VarSet Every value of MyInd + i is compared to every Value of ThisInd + j and the Rank in incremented of + 1 every time the Ind is < to others. */ RestorePriceArrays();// to get out the influence of SetForeign } VarSet("Rank"+i,Rank); } TimeFrameRestore();
Filter=1;//Status("lastbarinrange"); Count=Status("stocknum"); Var=IIf(InWatchList(0),VarGet("Rank"+ Count),Null); AddColumn(TimeFrameExpand(Var , inMonthly),"Monthly Rank"); AddColumn(Var,"Daily Rank"); //Plot(TimeFrameExpand(Var , inMonthly),"",2,1);
> > 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 > > > > > > 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* > ADVERTISEMENT > click here > <http://us.ard.yahoo.com/SIG=129j56na9/M=295196.4901138.6071305.3001176/D=groups/S=1705632198:HM/EXP=1103575877/A=2128215/R=0/SIG=10se96mf6/*http://companion.yahoo.com> > > > > ------------------------------------------------------------------------ > *Yahoo! Groups Links* > > * To visit your group on the web, go to: > http://groups.yahoo.com/group/amibroker/ >
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