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Tom,
I am just starting work on a similar system that
uses two separate databases. It does an initial scan of fundamentals in 30
sectors, then choses decent stocks within each sector and sells them once they
deteriorate technically.
Have you gotten the code to the point where you can
backtest it?
Chris
----- Original Message -----
Sent: Sunday, February 19, 2006 7:19
AM
Subject: [amibroker] Re: AA on multiple
watchlists
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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