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Hi,
One of the questions here may be: "How can I create the data structure
against which to run this code if my data provider doesn't provide that
structure?" The tree structure depends on having the correct assignment to
market/industries/sectors/groups in the first place. And those assignments
in some cases change every day as companies move between markets and
inclusion in different indexes or their classification changes. Amibroker
supports analysis of a tree structure, but the data provider must provide
the information that identifies how the tree is built.
Setting up the tree structure is required of the data provider. AmiBroker
is not the data provider, it is an analytical program. Most paid data
services (including AIQ), provide updates daily that move the tickers to the
appropriate places in the tree and make sure that the data structure is
correct.
If you are using a free service which does not organize the data for you,
then you become the data provider and must organize the tickers you are
tracking into the correct tree structure.
If I am not mistaken, AmiBroker provides for a three level deep tree (folder
structure within symbols). This means that wherever you start the tree
(Super-Sector, Sector, Industry Group, Industry) - you can only organize
down two levels below the starting point.
I don't know about all data vendors, I can tell you that we have been
working with one data vendor to build structures that support the kind of
analysis that we are discussing. That is
http://www.PremiumData.net <http://www.premiumdata.net/> . They are now
providing a 2 level structure for the broad markets including sectors and
industry groups. They do not capture super-sectors or industries because in
the large data base, sectors is already a level within AmiBroker structure
in the 3 level limit.
We also asked that they provide the S&P 1500 work space to provide a large
cap data base of sectors and industry groups which allowed us to build
indicators on liquid issues rather than relying on the total data base which
may include very illiquid small cap issues.
They also provide a structure for Forex and Futures.
They have indicated their desire and willingness to provide structures with
more levels if the AmiBroker data symbol structure is redesigned to provide
more levels in the tree.
I hope this may help to resolve the question here. Thomazs is absolutely
correct that AmiBroker will analyze circles around sector and industry data
- but AmiBroker is not a data provider - so you must first provide AmiBroker
the data to analyze.
Best of Luck.
Mike
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Tomasz Janeczko
Sent: Wednesday, January 31, 2007 4:58 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Have been trying to accomplish this with
amibroker
Importance: High
Hello,
Did you bother to read my instructions including READY TO USE COPY-PASTE
code ??
It achieves exactly the same thing as in the link you gave.
Here it is AGAIN:
http://finance.
<http://finance.groups.yahoo.com/group/amibroker/message/105772>
groups.yahoo.com/group/amibroker/message/105772
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "matrix10014" <allansn@xxxxxxxxxx <mailto:allansn%40optonline.net>
net>
To: <amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com>
Sent: Thursday, February 01, 2007 12:23 AM
Subject: [amibroker] Re: Have been trying to accomplish this with amibroker
> Hello Tomasz,
> There is no question that Amibroker is far superior to AIQ,but
> that really isnt the question.Is it possible in AMIBROKER, without
> having a PHD in computer science,to link Sectors,Industries and
> Stocks in a format similar to the way AIQ has it.For those not
> familiar with AIQ,market gauge also has a treelike structure which
> one can drill down from Sector>Industry>Stock.An example is located
> at http://mgrt. <http://mgrt.marketgauge.com/tour/Drillpg2.asp>
marketgauge.com/tour/Drillpg2.asp
>
> Any insight appreciated,even if the answer is it can not be done in
> AMIbroker.
>
> Thank You,
>
> Allan
>
> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com,
"Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Hello,
>>
>> AIQ is pathetic compared to AB.
>>
>> What you call "teribly complicated" is NOT complicated at all.
>> It is just one function with 3 parameters.
>>
>> What is SUPERIOR about it - is that it is EXTREMELY powerful
>> and can do things that AIQ users can only dream about.
>>
>> People often mistake UI-driven stuff with simplicity. This is not
> true.
>> UI interfaces become sooner or later the LIMITATION.
>>
>> AddToComposite is limitless and just take a look on what is
> possible:
>> http://www.amibroke <http://www.amibroker.net/3rdparty/IntroToAtc.pdf>
r.net/3rdparty/IntroToAtc.pdf
>>
>> (but this is only tip of the iceberg).
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Lester Vanhoff" <ebsn247lsm@xxx>
>> To: <amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com>
>> Sent: Tuesday, January 30, 2007 11:00 AM
>> Subject: [amibroker] Re: Have been trying to accomplish this with
> amibroker
>>
>>
>> >I used AIQ in the past as well and unfortunately AB doesn't even
> come close to it in the area of creating custom indexes. I think
>> >you would need to use "AddToComposite" and "Foreign"
> or "PlotForeign" functions for that, but it looks terribly
> complicated
>> >compared to how you do it in AIQ:
>> >
>> > http://www.amibroke
<http://www.amibroker.com/guide/afl/afl_index.php?m=1>
r.com/guide/afl/afl_index.php?m=1
>> >
>> > http://www.amibroke
<http://www.amibroker.com/guide/a_addtocomposite.html>
r.com/guide/a_addtocomposite.html
>> >
>> > Lester
>> >
>> >
>> > --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com,
"matrix10014" <allansn@> wrote:
>> >>
>> >> Hi Anthony,
>> >>
>> >> I just emailed support on the very same topic.
>> >> As an ex AIQ user,this is the only feature that I miss and have
> been
>> >> asking for assistance on and just cant get it.It would be great
> if
>> >> there was an automation that could set up ones Indicies in a
>> >> Sector/Industry/Stock format.It would be an immense help in a
> top
>> >> down market analysis approach,as well as backtesting a stocks
>> >> performance relative to its parent sector or industry.
>> >>
>> >> I am pleased to see that someone as skilled as you are now
> asking
>> >> for it.
>> >>
>> >> Allan
>> >>
>> >>
>> >>
>> >> --- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com>
ps.com, "Anthony Faragasso" <ajf1111@>
>> >> wrote:
>> >> >
>> >> > Hello Tomasz or anyone ,
>> >> >
>> >> > Please check out the link below:
>> >> >
>> >> > http://mgrt. <http://mgrt.marketgauge.com/tour/Drillpg2.asp>
marketgauge.com/tour/Drillpg2.asp
>> >> >
>> >> > Has anyone automated this ?
>> >> > I Have been trying to accomplish this with amibroker for
> several
>> >> years but have failed....is it possible ?
>> >> >
>> >> > Please not a short answer of YES......I know anything is
> possible
>> >> with amibroker....any help would be appreciated..
>> >> >
>> >> >
>> >> >
>> >> > Thank you
>> >> >
>> >> > Anthony
>> >> >
>> >>
>> >
>> >
>> >
>> >
>> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroke <http://www.amibroker.com/devlog/> r.com/devlog/
>> >
>> > For other support material please check also:
>> > http://www.amibroke <http://www.amibroker.com/support.html>
r.com/support.html
>> >
>> > Yahoo! Groups Links
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroke <http://www.amibroker.com/devlog/> r.com/devlog/
>
> For other support material please check also:
> http://www.amibroke <http://www.amibroker.com/support.html>
r.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
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