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



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Hello,

I really recommend reading this particular chapter of the users guide:
http://www.amibroker.com/guide/h_categories.html 
Everything you are asking is described there.

Among other things it explains that categories are not "folders". They can not be "deleted".
What you can do is to move stocks from one category to another
and if category has some members that it shows up, when it has
no members it is not displayed in the tree.
To move stocks between one market and another you would need
to use Symbol->Organize assignments.

If you have further questions please send them to support at amibroker.com
Thank you.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "kanowna2000" <kanowna@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, February 06, 2005 1:27 AM
Subject: [amibroker] Re: Possible to Backtest Only a Specific Exchange, e.g. NASDAQ?


> 
> 
> 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
>> > 
>> > 
>> > 
>> > 
>> > 
>> > 
>> > 
>> >
> 
> 
> 
> 
> 
> 
> 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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