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



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Tomasz,

I tried to use the Symbols ----> Categories option in AB, and I 
managed to create a folder in 'Markets' with the name of NASDAQ.  
What I had to do was to rename 'Market 0' to 'NASDAQ'.  After I 
closed the dialog I noticed that the NASDAQ folder in the 'Markets' 
tree now had a lot of tickers.  I did not put them there in any way, 
but somehow they got there.  But it seemed to me that this 'NASDAQ' 
folder had too many tickers.  I wanted to erase all the tickers from 
the 'NASDAQ' folder so that I could import just NASDAQ tickers, so I 
deleted one ticker (IBM) as a test.  Now my problem is that IBM was 
also deleted from the 'All' folder.

How can cleanly delete the 'NASDAQ' folder from 'Markets' and put IBM 
into the 'All' folder?  Should I perform another Metastock 
download?       


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> 
wrote:
> 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@xxxx>
> 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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