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[amibroker] Re: Batman use with sector analysis - questions



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Do your settings files have weekly periodicity specified in them ?

Do you have corresponding layouts and/or templates with weekly 
periodicity that have been identified to BatMan ?

--- In amibroker@xxxxxxxxxxxxxxx, "brpnw1" <tradermail@xxx> wrote:
>
> Batman and sector analysis gurus,
> 
> I am using two sector analysis scripts in Batman. I would like to 
> use the Weekly periodicity for my analysis, although I am have a 
> feeling these two scripts will only work using the daily 
periodicity 
> in Batman. I have saved the appropriate .ABS files for both the 
> daily and weekly periodicities, and have tested these scripts 
> together, but the results just don't seems to come out at all using 
> a Weekly periodicity. 
> 
> I run the first script as a batch job in Batman. Then Batman 
> automatically runs the second script (see below). The second script 
> uses the LineRepSlope to determine the relative strength of each 
> market sector. The sector analysis uses sector composites that are 
> create in the first script, drawing from TC2005 EOD stock data.
> 
> How do I work with these scripts to get Weekly results that make 
> sense?
> 
> /* WEEKLY (OR DAILY) SECTOR CREATION - SCAN */
> /*
> STEP 1: 
> Select all stocks available, or Group 1 or Watchlist 3. Set n=1. 
> SCAN the watch list to create the composites. Settings should be 
> set to Weekly or Daily, as needed.
> 
> Sector creation must occur every day, since stocks used to create
> the sector composites will be updated daily with new price 
> information.
> */
> 
> SetBarsRequired(540,540);
> Buy=0;
> newhigh=H>Ref(HHV(H,10),-1); //stocks making new high
> newlow=L<Ref(LLV(L,10),-1); //Stocks making new low
> up=C>Ref(C,-1);
> dn=C<Ref(C,-1);
> upvol=IIf(up,V/C,0);
> dnvol=IIf(dn,V/C,0);
> //x=SectorID(0);
> sym="~"+SectorID(1);
> isym="~i"+SectorID(1);
> Ad="~AD"+SectorID(1);
> AddToComposite(C,sym ,"C"); //adds Close data to sector
> AddToComposite(V/1000,sym,"V"); // adj vol overflow
> AddToComposite(1,sym,"O"); //counts stocks
> AddToComposite(IIf(newhigh,1,0),sym,"H");//counts new highs
> AddToComposite(IIf(newlow,1,0),sym,"L");//Counts new Lows
> //creates a master index of stocks under study
> AddToComposite(C,"~Universe" ,"c"); 
> AddToComposite(V/1000,"~Universe" ,"v"); 
> AddToComposite(1,"~Universe" ,"O"); //counts stocks 
> AddToComposite(newhigh,"~Universe","H");
> AddToComposite(Newlow,"~Universe","L");
> //creates master index of OHLC data 
> AddToComposite(C,"~Index","C");
> AddToComposite(O,"~Index","O");
> AddToComposite(H,"~Index","H");
> AddToComposite(L,"~Index","l");
> AddToComposite(1,"~index","V");//counts stocks in index
> //creates index by sector
> AddToComposite(C,isym,"C");
> AddToComposite(O,isym,"O");
> AddToComposite(H,isym,"H");
> AddToComposite(L,isym,"L");
> AddToComposite(1,isym,"V"); 
> //creates advance /decline by sector composite
> AddToComposite(up,Ad,"C");
> AddToComposite(dn,Ad,"O");
> AddToComposite(upvol,Ad,"H");
> AddToComposite(dnvol,Ad,"L");
> 
> 
> /* WEEKLY (OR DAILY) SECTOR RANKING - EXPLORATION */
> /*
> STEP 2:
> Select n=1. Select the SECTOR COMPOSITES watchlist 5 from Step 2. 
> Click Explore.
> 
> Click on the "NOW" field, to sort the data. Those sectors above the 
> Index ticker (a blue line in the result window) are outperforming 
> the group as a whole, those below the Index ticker are lagging. 
> The colors make it easy to see the trend. The numbers in the 
> cross column indicate when the sector crossed the index. By 
> clicking on a previous day columns you can quickly see how the 
> position of a given sector is moving. You can adjust the look 
> back by adjusting the number in the RSC line. Settings should be 
> set to Weekly or Daily, as needed.
> */
> 
> Filter=C>0;
> x=RelStrength("~index");
> RSC=LinRegSlope(x,7);
> AddColumn(IIf(rsc>0,BarsSince(rsc<=0),BarsSince
> (rsc>=0)),"Cross",1.0);
> AddColumn(RSC,"NOW",1.2,colorDefault,IIf(RSC==0,colorBlue,IIf
(rsc>Ref
> (rsc,-1),colorBrightGreen,colorPink)));
> AddColumn(Ref(RSC,-1),"-1 bar",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-1)>=Ref(rsc,-
> 2),colorBrightGreen,colorPink)));
> AddColumn(Ref(RSC,-2),"-2 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-2)>=Ref(rsc,-
> 3),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-3),"-3 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-3)>=Ref(rsc,-
> 4),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-4),"-4 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-4)>=Ref(rsc,-
> 5),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-5),"-5 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-5)>=Ref(rsc,-
> 6),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-6),"-6 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-6)>=Ref(rsc,-
> 7),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-7),"-7 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-7)>=Ref(rsc,-
> 8),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-8),"-8 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-8)>=Ref(rsc,-
> 9),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-9),"-9 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-9)>=Ref(rsc,-
> 10),colorBrightGreen,colorPink)));
> AddColumn(Ref(rsc,-10),"-10 bars",1.2,colorDefault,IIf
> (RSC==0,colorBlue,IIf(Ref(rsc,-10)>=Ref(rsc,-
> 11),colorBrightGreen,colorPink)));
> 
> 
> Thanks in advance!!
> 
> Brian
>