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Thanks Graham,
I ended up using two AA's to perform the task. First I scan the
sectors for strong sector performance. I then load all the strong
sector numbers into static variables and index them by date for
later retrieval. I also load the information into a file for easy
verification and troubleshooting. Then I run the individual stock
scan on the symbols list and do not generate a buy unless the sector
is strong for the day I receive the buy signal.
This seems to make a difference as the systems generate higher
returns with lower drawdown on all the backtesting I have performed.
Is is possible to programatically change the "apply to" filter for
the AA window. I have not seen a way to do that?
Tom
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> Have a single watchlist that contains all symbols you want to
include
> in the scan. Then within the scan you can reference what sector or
> index it belongs to.
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
> On 2/18/06, tkoinaustin <tkoinaustin@xxx> wrote:
> > All,
> >
> > I am trying to formulate an AA where I find strong sectors (
from my
> > TC2000 data, symbols MG111 - MG999), and then use the strong
sectors
> > as a trigger for stocks from S&P 500 which pass my other AA
formula.
> > So, in effect, I scan a "Sector Indicators" Group with one
formula,
> > collect all the strong sectors, then scan the S&P 500 with
another
> > formula, and only generate a buy if the S&P symbol is from a
currently
> > strong sector as defined from the previous scan.
> >
> > 1) Scan "Apply To->Group->Sector Indicators" with AA formula to
> > identify strong sectors
> >
> > 2) Collect the SectorID of every sector which is currently strong
> >
> > 3) Scan a differnt stock list, "Apply To->Watch List->S&P 500",
with
> > my signal generating AA formula, which is different from the
strong
> > sector formula.
> >
> > 4) For every buy signal generated from 3, filter the symbols
sector ID
> > against the list of strong sectors. If there is a match, execute
the
> > buy, otherwise discard the signal.
> >
> > I don't know if this can be done in AB. I need to create a list
from
> > one scan and be able to refernce it in another. If I could run
two
> > indenpendent scans within one AA, then I could load the sector
ID's
> > into a static variable, but I would still need to change the
watchlist
> > between the two scans.
> >
> > Any ideas on how or if this can be accomplished?
> >
> > TIA
> >
> > Tom
> >
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
>
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