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quite simple actually, once you know how.
I will just use C*V as simple way to calc daily turnover, and use
moving average over 250 bars (or all bars if less) to ensure the
tickers have some
In your EOD database run this in AA exploration
Liquid = MA( C*V, Min( 250, BarCount-1 ) );
Filter = Liquid>=500000;
AddColumn( Liquid , "Liquid", 1 );
Then right click on results list (in AA window) and "save to watchlist"
then
In workspace right click on the watchlist and "export" to a file
In your intraday databse just right click on any watchlist and
"import" and in pop up box select which watchlist to import to.
Now when you do your intraday scans in AA window select Filter for the
watchlist.
hope this is clear enough
On 6/13/05, Mark Keitel <mkeitel@xxxxxxxxxxxxxxx> wrote:
>
>
> Graham,
>
>
>
> You make perfect sense here. Being new to this I am finding the same
> issues. And the following would make life easier for all I would think.
>
>
>
> Is there an easy way to pull out all the stocks that have say a volume of
> 500k or more and then put those into a separate watch list that can scan?
>
>
>
>
>
>
>
>
> Mark
>
>
> ________________________________
>
>
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Graham
> Sent: Monday, June 13, 2005 3:40 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Amibroker and esignal scan speed...
>
>
>
> Any scan using a live plugin intraday seems to slow the process down
> immensely, I find that myself. Nothing to do with machine etc.
> Althuogh you could try reducing the number of bars held in cache in AB
> setup, also the number of bars included in the scan
> .
> As a further suggestion:
> Why would you want to scan the entire ASX market. The majority of
> stocks are far too illiquid to worry about intraday activity, weekly
> would be more appropriate ;-)
> Why not break it down to stocks worth worrying about in intraday. Of
> the 1600 stocks you will find
> 600 (37%) trade less than 4 days in 5.
> 18% have traded every market day
>
> 64% average <$100k/day
> 18% average >$500k/day
>
> On 6/13/05, stephen_castleden <stephen_castleden@xxxxxxxxx> wrote:
> > Hello,
> >
> > I subscribed to esignal live data so that I could look at scanning the
> > ASX (1600+ stocks). To scan the whole market seems to take about 30
> > mins, is this about right? I was hoping it would take seconds so that I
> > could design a daytrading system for this market. Am I doing something
> > wrong? Can the market be scanned in a more timely manner. I have 4Mbps
> > internet connection.
> >
> > Thanks,
> > Stephen.
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
>
>
> ________________________________
> Yahoo! Groups Links
>
> To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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