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correct. i do dont have spp and i get all the indexes. infact i spoke
to qp2 and they confirmed it.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> Hi Guys - I don't believe you need SPP to get the industry groups -
I don't get SPP but I still have all the !IDxxx industries...
>
> Steve
> ----- Original Message -----
> From: Don Lindberg
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, August 06, 2007 11:33 AM
> Subject: RE: [AmiBroker] Quotes Plus Industry groups - RE: GROUP
ROTATIONS
>
>
> Joe,
>
> Since I have SPP, that may be why I see the !IDNNN groups. I was
not aware that was only a function of SPP. Thanks for the heads up.
>
>
>
> Donald F Lindberg
>
>
> --------------------------------------------------------------------
----------
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Joe Landry
> Sent: Monday, August 06, 2007 4:00 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [AmiBroker] Quotes Plus Industry groups - RE: GROUP
ROTATIONS
>
>
>
> Thanks Don. I'll fire it up and see how it could apply to what
I'm doing.
>
>
>
> I'd prefer to have what Bruce Robinson talked about at the AB
Conf in Feb; that is the granularity of having 38-42 "groups".
Quotes Plus has talked about supplying the QP users the data
organized around the Hemscott industry groups. Seems that change
would ripple through the
>
> product including his relationship with High Growth Systems, and
Greg's probably busy with QPFeed that was to launched in July.
>
>
>
> BTW another member was asking about seeing the !IDNNN groups in
AB and I think that requires the SPP subscription in Quotes Plus for
the 150 industry monitor groups as it's called.
>
>
>
> Best regards
> Joe
>
>
>
>
>
> ----- Original Message -----
>
> From: Don Lindberg
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Sunday, August 05, 2007 2:03 PM
>
> Subject: RE: [AmiBroker] Quotes Plus Industry groups - RE:
GROUP ROTATIONS
>
>
>
> Joe,
>
> I have created a watch list of the !ID001 thru !ID0150. I then
use a Ranking AFL against the watch list each weekend after the new
indexes have been downloaded. This ranks the indexes, I then take a
closer look at the stocks within the top 5 Industries. I have
included the AFL below for you to look at.
>
> --------------------------------Begin Code----------------------
------------
>
> /*
>
> Simple Sector Rotation Model
>
> bmitchell@xxx
>
> This is a simple method for determining the strongest sectors
at any given time. Use daily
>
> mode for intermediate term, and weekly for longer term. The
basis of it is Daryl Guppy's
>
> Multiple Moving Averages (MMA) plot. Here, I separate the
moving averages into short term
>
> and long term averages, and give a point for each moving
average above all the long term averages.
>
> I do this for every symbol in the watch list except the index
being scanned, then I generally
>
> sort the results based on the RS reading. To use this, you need
to create a watch list of
>
> symbols, and set WatchlistNum appropriately. Also, you want to
define a filter so that you only
>
> scan this watchlist.
>
> This is intended only for sector rotation, and probably would
not be terribly useful as a trading
>
> system in and of itself. I use TC2000's MG* sector indexes
personally.
>
> */
>
> WL=Param("Watch List #",2,0,100,1); //Here is where I set the
watch list I am ranking. This must also be choosen in AA filter.
>
> EnableRotationalTrading();
>
> SetOption("WorstRankHeld", 5);
>
> PositionSize = -100;
>
> PositionScore = 0;
>
> WatchlistNum = WL;// Choose the Watch List to Rank
>
> Filter=1;
>
> NumColumns=0;
>
> function CalculatePosition(st, Lt1, Lt2, Lt3, Lt4, Lt5, Lt6)
>
> {
>
> score=0;
>
> if(st > Lt1) score++;
>
> if(st > Lt2) score++;
>
> if(st > Lt3) score++;
>
> if(st > Lt4) score++;
>
> if(st > Lt5) score++;
>
> if(st > Lt6) score++;
>
> return score;
>
> }
>
> // walk through the watchlist grabbing all the symbols to
calculate RS vs ourself.
>
> List = CategoryGetSymbols(categoryWatchlist, WatchlistNum);
>
> for(i=0; (sym = StrExtract(List, i)) != "";i++)
>
> {
>
> if(sym != Name())
>
> {
>
> f = RelStrength(sym);
>
> st3 = EMA(f, 3);
>
> st5 = EMA(f, 5);
>
> st8 = EMA(f, 8);
>
> st12 = EMA(f, 12);
>
> st15 = EMA(f, 15);
>
> Lt30 = EMA(f, 30);
>
> Lt35 = EMA(f, 35);
>
> Lt40 = EMA(f, 40);
>
> Lt45 = EMA(f, 45);
>
> Lt50 = EMA(f, 50);
>
> Lt60 = EMA(f, 60);
>
> z=BarCount - 1;
>
> // uncomment the following if you want
to do some backtesting or if you like waiting around
>
> // a long time for the exploration to
complete
>
> //for(z=0;z < BarCount;z++)
>
> {
>
> PositionScore[z] = PositionScore[z] +
CalculatePosition(st3[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50
[z], Lt60[z]);
>
> PositionScore[z] = PositionScore[z] +
CalculatePosition(st5[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50
[z], Lt60[z]);
>
> PositionScore[z] = PositionScore[z] +
CalculatePosition(st8[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50
[z], Lt60[z]);
>
> PositionScore[z] = PositionScore[z] +
CalculatePosition(st12[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50
[z], Lt60[z]);
>
> PositionScore[z] = PositionScore[z] +
CalculatePosition(st15[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50
[z], Lt60[z]);
>
> }
>
> }
>
> }
>
> IY=Foreign("!TYX", "Close");
>
> EPS=GetFnData("EPS");
>
> VVValue=(100*(EPS/IY));
>
> AddTextColumn(FullName(), "Name",1.0,colorBlack,colorWhite,200);
>
> AddColumn(Close,"Close",1.2);
>
> AddColumn(VVValue,"Intrinsic Value", 1.2,
colorBlack,colorLightYellow, 100);
>
> AddColumn(PositionScore[BarCount - 1], "Rank Score");
>
> AddTextColumn( IndustryID(
1 ), "
Industry name" );
>
> AddTextColumn( SectorID( 1 ), "
Sector name" );
>
> SetSortColumns(-6,-5);
>
> ----------------------------------End Code ---------------------
-----------------
>
> Donald F Lindberg
>
>
> --------------------------------------------------------------------
--------
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Joe Landry
> Sent: Sunday, August 05, 2007 3:38 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [AmiBroker] Quotes Plus Industry groups - RE:
GROUP ROTATIONS
>
> Don, I don't understand exactly what you mean. I know QP
updates the !ID001 thru !ID0150
>
> on a weekly basis. How do you use this to determine group
rotation? Relative strength of each
>
> index !ID001 or is there another function that I'm
overlooking.
>
> Regards
>
> Joe
>
> ----- Original Message -----
>
> From: Don Lindberg
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Saturday, August 04, 2007 8:43 PM
>
> Subject: RE: [AmiBroker] Quotes Plus Industry groups
>
> Allan,
>
> QP will automatically assign sectors and industries as well
as showing all the members of all of the groups. In addition each
Saturday QP downloads the group rotations, which I find very useful.
As far as setting up ATC, since I don't know what you were doing I
can't help you on changing it. Little more info, and we'll see what
we can do.
>
> Don Lindberg
>
>
> --------------------------------------------------------------------
------
>
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of matrix10014
> Sent: Saturday, August 04, 2007 6:31 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Quotes Plus Industry groups
>
> Hi all,
> I am giving Amibroker another shot after having difficulties
setting
> up my database in a sector/group/stock format...This time
around,I
> plan on keeping it much simpler..
>
> If i am not mistaken Quotes Plus has decreased the number of
industry
> groups fromm 200 to 150 since the last time I ran ATC and
Ami.In my
> group 253,I have apx 200 groups.What should I do to set up
the group
> structure in Ami to mirror the 150 group structure in Quotes
Plus??
>
> Any and all help appreciated
>
> Allan
>
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