Hi
all,
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