Re: [amibroker] Exploring and charting industry groups...

["Duke Jones, CMT" <Lists@xxxxxxxxxxxxx>]

John,

I have not tried the code below but it might work. I am guessing however 
due to the averaging in each pass it might be more sensitive thus may 
have more gaps.

sym = "^" + SectorID(1);
Count=AddToComposite( 1, sym+"count", "I");  //Careful names will 
truncate if too long

AddToComposite(O/Foreign("^"+SectorID(1)+"count","I"), sym, "O");
AddToComposite(H/Foreign("^"+SectorID(1)+"count","I"), sym, "H");
AddToComposite(L/Foreign("^"+SectorID(1)+"count","I"), sym, "L");
AddToComposite(C/Foreign("^"+SectorID(1)+"count","I"), sym, "C");
AddToComposite(V/Foreign("^"+SectorID(1)+"count","I"), sym, "V");

CategoryAddSymbol(sym,categoryWatchlist,55);//add symbols to watchlist


Buy=Sell=Short=Cover=0;
Filter=1;

Regards,

Duke Jones, CMT

trader@xxxxxxxxxxxxxxx wrote:
> All,
>
> Currently, I'm using AddToComposite to create synthetic tickers for Industry
> Groups and Sectors. The overall algorithm is to sum the OHLC values for each
> security and then divide this number by the count of the number of
> securities in each industry group. Straightforward, but difficult to do with
> AddToComposite because the count for each of the industry groups won't be
> known until AFTER the completion of the compositing Scan.
>
> That means dividing the algorithm into two Scans: creation of the Industry
> Group security counts and creation of each Industry Group composite. At a
> minimum, this requires two scans and twice as many composite symbols as
> there are Industry Groups!
>
> So my question becomes, is there a way to somehow persist counts for each of
> the industry groups without using lots and lots of synthetic symbols?
> Alternately, is there a way to organize these symbols in another group
> (default is 253) or delete them programmatically? Creating temporary symbols
> between scans for calculations would make the above solution more tolerable
> since I could remove the counts when done with them.
>
> Thanks for the help!
>
> -- John
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to 
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>
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>
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