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Re: [amibroker] Re: exploration for top performers



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Hi imr --
 
Attached is an exploration I've used for different timeframes (up to 240 bars).  Parameters allow you do customize for period length, minimum gain required and whether the gain is measured from starting close to ending close or from starting close to highest close in the period reviewed.  Output can also be sorted to reveal some additional info about the selections.
 
Enjoy
 
Peace and Justice   ---   Patrick
----- Original Message -----
Sent: Monday, November 21, 2005 9:12 AM
Subject: [amibroker] Re: exploration for top performers

hey Yuki i tried what you said, but in the results each stock gets
multiple results. for eg i got more than 10 for omni and more than
10 for iiji. seems like i got multiple results for every single
stock. also the percen changes seems to be inaccurate. heres the
formula i tried to use
SetOption("NoDefaultColumns", True);

Filter=Close > 0 AND Name() != "^IXJ AND Name() != @..." AND
Name() != "^225" AND StrLeft(Name(),1) != "~";

AddTextColumn(Name(), "Symbol" ,format=1.0, -1, -1);
AddTextColumn(Date(), "Date" ,format=1.0, -1, -1);
AddTextColumn(FullName(), "Full Name" ,format=1.0, -1, -1);
AddColumn (V, "Volume", format = 1.0, -1, -1);
AddColumn((V / MA(V,50)) * 100, "50 day MA %", 1.0);
AddColumn(C,"Last Price ",format = 1.0);
AddColumn((C / Ref(C,-252) -1) * 100,"Pct. Px. Chg.", format = 1.2);

I also tried to use


AddColumn((C / Ref(C,-1) -252) * 100,"Pct. Px. Chg.", format = 1.2);

I tried changing 252 to different number again same problem. would
appreciate it if u could tell me what im doing wrong. thanks






--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
>
> Hi imresident2001,
>
> Monday, November 21, 2005, 4:09:08 PM, you wrote:
>
> i> Does anyone have a good way to explore for the top 100 stocks
> i> performance wise (percent gain) for 1year. I know lots of
websites
> i> have that info and was wondering if there was a wat to do it in
> i> amibroker. I tried playing around with rsi but didnt work. I
also
> i> spent hours searching the previous posts without any luck. any
help
> i> would be appreciated thanks.
>
> This would be quite easy with a simple modification of the formula
I
> posted for you earlier.
>
> AddColumn((C / Ref(C,-1) -1) * 100,"Pct. Px. Chg.", format = 1.2);
>
> Change the lookback period (-1) to whatever you think makes a year.
> (It varies from country to country, depending on the number of
> trading days and holidays.)
>
> Explore on all symbols and rank according to percent.
>
> Then short the top 10 and wait about six months.  ^_-
>
> Yuki
>






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