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Re: [amibroker] ATC last date



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Dan - I've run the scripts already and the tool looks good. I didn't place my own AFL file and will do this
sometime later tonight.  I'll probably put the Amibroker test/launcher logic inside of
the first jScript to run since this is what I do currently on a five step job. But I'm very happy
to have your kill AB in the cmd language.  
 
I've got a hardwired house(CAT5) with a Linksys router.  I'm sure that gives me some degree
of protection.  I know I'm a throwback but I also don't leave any of my systems on unless they are
in use.  In my mind a system that's only up 20% of the time has 1/5 the exposure of one thats continually running. Kind of like financial risk factor in the back testing routines. Kind of tough to hack a powered off
system.
 
I think I mentioned to you before that I use the composites to get metrics for R2000, NASDAQ, NYSE, NDX.
and NYSE operating companies.  I have an intuition that I ought to be tracking sectors/groups like you
do and will read the past notes on your work.
 
Best regards
JOE  
 
----- Original Message -----
Sent: Wednesday, November 09, 2005 4:58 PM
Subject: Re: [amibroker] ATC last date

Joe,
 
Hi.    I have a hardware firewall, eTrust virus scanner and SpySweeper spy detection.  I turned off Microsoft's firewall protection because it kept barfing on me (not just AB/QP3). QP3 downloads fine, no problems.  
 
The the first scheduled run of my scripts below will occur in about 2 hours (4:45 PM PST).  When I ran the package manually, it ran fine.  No security problems.  So I don't expect any problems with the scheduled version either.
 
FYI, regarding software firewalls, I've had massive problems with them in the past.  So, I stopped using them.  My wireless access point is a router and has a hardware firewall built in.  It's performed pretty much flawlessly.  It's been about a year since I had my last virus.  I highly recommend that approach.
 
Regarding the scripts, please load them up and try them.  I'm looking for feedback - what's wrong, what's right and ways to improve them.
 
Regards,
 
Dan.
 
 
-------------- Original message --------------
Hello Dan - Thanks for posting this handy routine.  I've always been a DOS Dummy and
this fills some gaps. 
 
Are you able to get a Quotes Plus download with your internet security package
enabled?  My Norton package balks unless disabled and I've never been able to work it
out with the QP folks and the firewall configuration on the Norton package.
 
Best regards
Joe  
 
 
----- Original Message -----
From: Dan Clark
Sent: Wednesday, November 09, 2005 6:02 AM
Subject: RE: [amibroker] ATC last date

Ara,

 

One of the issues that I’ve found with ATC is that, as you start using it more heavily, it increases the number of daily tasks you have.  For example, here’s mine:

 

1)       Close AB (if open)

2)       Download Quotes Plus Data

3)       Open AB

4)       Run basic ATC scan to create indexes and other indicators.

5)       Run ATC scan to create Relative Strength ATC symbols

6)       Run ATC scan to create Rank ATC symbols

7)       Run daily 1-2 other scans for “hot stocks”

 

Note that each scan has different parameters that must be set manually.

 

On a weekly basis, there is at least one other process that I will need to run and within a week or two, there should be one or two more.  

 

The administration tasks are getting a bit much.  So, I’m working on a way to 1) package scans for 1-click running of multiple scans with their attendant parameters and 2) to schedule the entire process.  

 

Item 1) involves creating a Jscript file that sets parameters and runs scans from the “Tools” menu.   After creating the Jscript file you simply add it to the Tools menu from “Tools à Customize à Tools”.  

 

Item 2) involves creating a few command files that run the QP downloader, open AB and run Jscript file.   This command file is then scheduled in Win XP “Scheduled Tasks”.

 

I finished coding last night and all of this is mostly complete.  The command files and Jscript file runs from end to end with no errors.   I’m testing the scheduling part now.  

 

I have a class tonight (trading), so I won’t be able to post more details until tomorrow (Thursday).    Writing it up so that it makes sense will take a couple of hours, but below are the raw scripts.  

 

Notes:

 

·         One caveat is that this works on Win XP or Win Server 2003.   

 

·         You need to install the “Windows Server 2003 Resource Kit Tools” to get the “Sleep.exe” utility app.   It’s a simple download and install, and works fine on Win XP.   It is located at: http://www.microsoft.com/downloads/details.aspx?FamilyID=9d467a69-57ff-4ae7-96ee-b18c4790cffd&displaylang=en

 

·         The AFL file name referenced in “ScanRun_ATCComposite.js” MUST be changed to point to a valid scan or exploration file that you have. 

 

·         Check the paths for AmiBroker and Quotes plus.  If the default path on the C: drive was used, all should be fine; otherwise change it.

 

·         Save the text to individual files using the listed file names below.   Save them to the “..\Amibroker” folder.   

 

·         Run “LoadQPDataAndRunScans.cmd” from the Command Line.

 

If you or anyone else can improve this or knows a better way of doing it, PLEASE SPEAK UP!

 

Regards,

 

Dan.

 

 

“LoadQPDataAndRunScans.cmd”

@Rem Close AB, if open

TaskKill /fi "Imagename eq Broker.exe" /IM Broker.exe

 

@Rem Sleep for a while to let AB save symbols

SLEEP 120

 

@Rem Start QuotesPlus Downloader

call RunQuotesPlusDownloader.cmd

 

@rem Sleep 10 minutes for downloaded data to process

SLEEP 600

 

@Rem Start AB:

Start RunAmiBroker.cmd

 

@rem Sleep for 30 seconds

SLEEP 30

 

@Rem Call 1st Scan

cscript "c:\Program Files\AmiBroker\ScanRun_ATCComposite.js"

 

exit

 

 

“RunAmiBroker.cmd”

@Rem Run AmiBroker

"C:\Program Files\AmiBroker\Broker.exe"

 

exit

 

 

“RunQuotesPlusDownloader.cmd”

@rem run Quotes Plus Downloader

"C:\Program Files\Quotes Plus\GetPasswd.exe"

 

 

“ScanRun_ATCComposite.js”

 

/* create AB object */

AB = new ActiveXObject("Broker.Application");

 

/* retrieve automatic analysis object */

AA = AB.Analysis;

 

/* load formula from external file */

AA.LoadFormula("C:\\Program Files\\AmiBroker\\Formulas\\Systems_DailyScans\\A_QPAddCompositeIndexes7.afl")

 

/* setup filters */

AA.ClearFilters();

AA.Filter( 0, "group" ) = 2;   // Common Stocks

 

/* set apply to and range */

AA.ApplyTo = 2; // use filters

AA.RangeMode = 2; // use all available quotes

AA.RangeN = 1;

 

/* run scan */

AA.Scan();

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ara Kaloustian
Sent: Tuesday, November 08, 2005 8:39 PM
To: AB-Main
Subject: [amibroker] ATC last date

 

I have started using ATC for creating Industry / Sector data....

 

One issue is that I MUST update the ATC daily.

 

I would like to verify the date the ATC was processed and compare it to the date of "normal" data. The date is visible in the symbols list in group 253, but I have not seen any way of getting the date with AFL.

 

Anyone with info on this?

 

Ara




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