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Re: [amibroker] Re: Possible to Backtest Only a Specific Exchange, e.g. NASDAQ?



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Trading Reference Links

Hello,

> Thanks for your reply but I don't see anything but Market 0 thru 
> Market 255, no matter how I scroll --- up or down.  By the way, I am 
> using AB 4.69.0 (latest version).  Are you perhaps referring to the 
> Professional version?  I am using the standard version. 
> 

This means that your database does not have categories set up properly.

Setting up categories can be automatic (if you are using QP2 plugin 
or TC2K plugin) or (in case of free sources) it is manual.

To learn what categories are and how you can modify them please check this
part of the users guide:
http://www.amibroker.com/guide/h_categories.html 

To help setting up the database with free sources I have created
the template database that has all categories already set up:
http://www.amibroker.com/docs/ab305.html

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "kanowna2000" <kanowna@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, February 05, 2005 11:13 PM
Subject: [amibroker] Re: Possible to Backtest Only a Specific Exchange, e.g. NASDAQ?


> 
> 

> Thanks again.
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "mikelaurataylor" 
> <mikelaurataylor@xxxx> wrote:
>> 
>> When I click on this I see Market 2 through 255 but just above them 
>> I see NASDAQ on one line and NYSE on the other; already done.
>> 
>> Make sure you scroll all the way up just in case.
>> 
>> --- In amibroker@xxxxxxxxxxxxxxx, "kanowna2000" <kanowna@xxxx> 
> wrote:
>> > 
>> > Tomasz,
>> > 
>> > I am sorry but I don't see those options.  In the AA window when 
> I 
>> > click on 'Define' I get the 'Filter Settings' dialog 
>> with 'Include' 
>> > and 'Exclude' tabs, and then when I click down arrow for 
>> the 'Market' 
>> > option, I only see Market 0 thru Market 255.  There is 
> no 'NASDAQ' 
>> > choice.
>> > 
>> > Are you saying that I need to first assign 'NASDAQ' stocks to 
>> > a 'NASDAQ' market?  In that case, how is it done?  I checked your 
>> > link which discusses categories, but it mainly talks about 
> sectors 
>> > and industries, and about moving individual stocks to these 
>> sectors 
>> > and industries.  How do I move the 'NASDAQ' stocks to a 'NASDAQ' 
>> > market?  I'm sorry if I didn't understand the link properly. 
>> > 
>> > Thanks again for your help.
>> > 
>> > Josef        
>> > 
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" 
>> <amibroker@xxxx> 
>> > wrote:
>> > > Hello,
>> > > 
>> > > Provided that all your NASDAQ stocks are assigned
>> > > to "NASDAQ" market (see 
>> > http://www.amibroker.com/guide/h_categories.html )
>> > > it is quite easy:
>> > > in AA window, select "Apply to: Use Filter"
>> > > and click "Define..." button next to it and select
>> > > Market: NASDAQ
>> > > from the combo.
>> > > 
>> > > Best regards,
>> > > Tomasz Janeczko
>> > > amibroker.com
>> > > ----- Original Message ----- 
>> > > From: "kanowna2000" <kanowna@xxxx>
>> > > To: <amibroker@xxxxxxxxxxxxxxx>
>> > > Sent: Saturday, February 05, 2005 8:42 PM
>> > > Subject: [amibroker] Possible to Backtest Only a Specific 
>> Exchange, 
>> > e.g. NASDAQ?
>> > > 
>> > > 
>> > > > 
>> > > > 
>> > > > Hello,
>> > > > 
>> > > > I was wondering if someone has ever tried backtesting only a 
>> > specific 
>> > > > exchange.  I am interested in trying a backtest that would 
>> allow 
>> > only 
>> > > > NASADAQ stocks, and reject others.  My database in AB is the 
>> > entire 
>> > > > group of all 3 exchanges (NASDAQ, NYSE, AMEX), and normally 
>> when 
>> > > > I 'fire up' my backtests I click the 'All Stocks' radial 
>> button.  
>> > I 
>> > > > guess I only need some kind of code similar to this pseudo-
>> code:
>> > > > 
>> > > >  If exchange (ticker) = 'NASDAQ'
>> > > >      continue
>> > > >  else
>> > > >      reject
>> > > > 
>> > > > My problem is that I don't know how to refer to 'exchange' 
>> > > > and 'ticker' in the 1st line.  I tried checking the Help area 
>> in 
>> > the 
>> > > > AB software but I really did not see what the specific 
>> variables 
>> > > > should be.
>> > > > 
>> > > > Your ideas would be greatly appreciated.  Many thanks.
>> > > > 
>> > > > Joe    
>> > > > 
>> > > > 
>> > > > 
>> > > > 
>> > > > 
>> > > > 
>> > > > Check AmiBroker web page at:
>> > > > http://www.amibroker.com/
>> > > > 
>> > > > Check group FAQ at: 
>> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
>> > > > Yahoo! Groups Links
>> > > > 
>> > > > 
>> > > > 
>> > > > 
>> > > > 
>> > > > 
>> > > > 
>> > > >
> 
> 
> 
> 
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
> 
>


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