Hi
all,
sorry, I re-post my question because the first one was sorted into
a wrong thread.
I have some strange
behaviour with the Explore function and could not yet find
out
the reason, maybe
somebody has an idea?
I want to run an
exploration over a symbol list (I did it with S&P500 and Prime All
Share),
and the filtered symbols
should be stored in a watchlist. In the AA I specified for
"Range"
to check the "n last
quotes" with n=1, therefore AA result is max. 1 hit per symbol.
The
interesting thing is
that the results which are listed in the AA dialog and the contents
of
my watchlist is
different, my resulting watchlist has always some more symbols
included
than the AA result list (which
is correct, and the additional watchlist symbols do in fact
not
fulfill the
filter criteria
of LowerStockPriceLimit). I used the code below:
--- cut here
---
// filter rule:
// position size
must not be larger than 3% of the average trade volume
// within the last 5
days and average stock price must be larger than 1$
// example:
//
portfolio equity = 100000$
// position size = 5% => 0.05 * 100000$ =
5000$
// minimum trade volume = 5000$ / 0.03 = 166667$
PositionSize =
5000;
PositionSizeToTurnoverRatio = 0.03;
LowerStockPriceLimit =
100;
// set here the watchlist number to
store the results
DestinationWatchlist = 1;
// remove symbol from watchlist
(clean up from previous run)
CategoryRemoveSymbol("",
categoryWatchlist, DestinationWatchlist);
LowerTurnoverLimit =
PositionSize / PositionSizeToTurnoverRatio ;
AveVolume = MA(Volume,
5);
AveClose = MA(Close,
5);
AveTurnover = AveVolume *
AveClose;
Filter = (AveTurnover >
LowerTurnoverLimit) AND (AveClose > LowerStockPriceLimit);
AddColumn(Close,
"Close");
AddColumn(Volume,
"Volume");
AddColumn(AveVolume, "Ø
Volume");
AddColumn(AveTurnover, "Ø
Turnover");
for(i=0;
i<BarCount;i++)
{
if(Filter[i] ==
True)
// if((AveTurnover[i]
> LowerTurnoverLimit) AND (AveClose[i] >
LowerStockPriceLimit))
{
CategoryAddSymbol( "",
categoryWatchlist, DestinationWatchlist );
}
}
---
cut here ---
I
tried both if-statements to check if the criteria to add the symbol to
watchlist is ok, both
show
the same effect. No idea if maybe my code is wrong or AB behaviour is wrong
...
Thanks
in advance for your help and best regards,
Markus