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Inaccurate ? ... I'm not sure how an AB/AFL produces inaccurate
results ...
Beyond that it is next to impossible to troubleshoot what can't be
seen especially given your description of the problem ...
--- In amibroker@xxxxxxxxxxxxxxx, "brpnw1" <tradermail@xxx> wrote:
>
> Hi Fred,
>
> Thanks for your quick response!
>
> My weekly Batman tests are using .ABS files with weekly
periodicity.
> My Batman daily tests are using .ABS files with daily. I am not
> using layouts or templates in Batman.
>
> I just tested these scripts in Batman, and in AA (manually), and
get
> the same results. Probably not a Batman issue then... looks like
> something to do with the way the LinRegSlope works with the weekly
> sector composites...
>
> The daily periodicity sector creation, and daily sector ranking
> scripts work perfect together. Problem is, my system is focused on
> weekly swing trades and the sector ranking script gives me fairly
> inaccurate results (based on my own visual observations of sector
> performance vs. what this weekly ranking script is giving me).
>
> Not sure if this is due to the sector ranking script, or the fact
> that the sector analysis is based on a LinRegSlope comparison of
the
> created sector composites to the created sector index (created in
> the first script).
>
> Any ideas for troubleshooting, anyone? Been working on this all day.
>
> Thanks,
>
> Brian
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@> wrote:
> >
> > 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@> 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
> > >
> >
>
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