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Re: [amibroker] Re: Artificial ticker



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Hi,

I tried the way you say and it seems to work.  However, there are many errors in the bars, with often long bars which seems to go from one stock open/close to the other open/close... Is there a way to avoid such distortion?

Thanks a lot!

Louis

2008/3/11, Don Lindberg <dlindber@xxxxxxxxxxxxx>:

Louis,
I am not exactly sure what you are saying about running against single ticker. It really isn't of value. As for multiple tickers, here is the way I use it. On Auto Analysis screen I define Filter to be the watchlist containing the stocks that I want to be included in the Composite, set time frame, then run Scan. Thats it! I don't know how you ran your multiple tickers, so I don't know what your problem was. You do understand that if the watchlist has multipe symbols you still only get One composite of ALL the symbols in that watchlist, not one for each stock?
 
Donald F Lindberg
 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Louis Préfontaine
Sent: Tuesday, March 11, 2008 8:15 AM

To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Artificial ticker

Hi Don,

I tried to run this code using multiple-tickers and it didn't work.  So I tried to use it running individual tickers once at a time but each new ticker overrides the previous one so the result is strictly the last ticker I scanned.  Do you know how to solve this problem?

Thanks!

Louis

2008/3/8, Don Lindberg <dlindber@xxxxxxxxxxxxx>:

Louis,
I have pasted code below that will do what you want. This will give you ATC with Open, High, Low, Close and Open Interest as counter. Enjoy.
 
Donald F Lindberg

/* AddToComposite statements are for Automatic Analysis -> Scan */

AddToComposite( 1* L, "~MyIndex","L",1+2+4+8+16+128);

AddToComposite( 1* O, "~MyIndex","O",1+2+4+8+16+128);

AddToComposite( 1 * H, "~MyIndex","H",1+2+4+8+16+128);

AddToComposite( 1 * C, "~MyIndex","C",1+2+4+8+16+128);

AddToComposite( 1 * V, "~MyIndex","V",1+2+4+8+16+128);

/* add one to open intest field (we use this field as a counter) */

AddToComposite( 1, "~MyIndex", "I" );

Buy = 0; // required by scan mode

/* this part is for Indicator */

V1=Foreign( "~MyIndex", "C") ;

V2=Foreign( "~MyIndex", "I") ;

Plot (( V1/V2),"My Index Close",colorBlack,styleBar);



From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Louis Préfontaine
Sent: Saturday, March 08, 2008 4:37 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Artificial ticker

Hi Mike,

What I got from that link is this:

   /* AddToComposite statements are for Automatic Analysis -> Scan */
    /* add Close price to our index OHLC fields */
    AddToComposite(Close, "~MyIndex", "X" );

    /* add one to open intest field (we use this field as a counter) */
    AddToComposite( 1, "~MyIndex", "I" );

    Buy = 0; // required by scan mode

    /* this part is for Indicator */
    Graph0 = Foreign( "~MyIndex", "C" )/Foreign( "~MyIndex", "I" );



The problem with this code is that it only shows the close.  Would it be possible to get a custom index with opening, close, high, low, volume for the stocks I would choose?

Thanks,

Louis


2008/3/7, Mike <sfclimbers@xxxxxxxxx>:

Louis,

I answered your earlier post in message 120865. I believe that
Example 1 from the first link of that post is what you are looking
for.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Hi Mike,
>
> Do you know how to create an artificial index with multiple tickers?
>
> Thanks,
>
> Louis
>
> 2008/3/6, Mike <sfclimbers@xxx>:
> >
> > Thomas,
> >
> > You only need to run the formula once (use selected symbol option
> > from AA window on any symbol), then you can reference the symbol
from
> > any _other_ script as applied against any number of symbols.
> >
> > Or, if you are trying to include the code segment within some
other
> > script applied to multiple symbols, what about wrapping the logic
> > inside an if condition such that it only gets executed the first
time
> > (e.g. use a static variable to control the flow
> > http://www.amibroker.com/guide/afl/afl_view.php?id=263 )
> >
> > ...
> > if (StaticVarGet("ATCFlag") != 1) {
> > AddToComposite(...);
> > AddToComposite(...);
> > AddToComposite(...);
> > AddToComposite(...);
> > StaticVarSet("ATCFlag", 1);
> > }
> >
> > I've never used statics, so double check the syntax above, and
test
> > what happens when the variable is Null.
> >
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,

Thomas
> > Ludwig <Thomas.Ludwig@>
> > wrote:
> > >
> > > Mike,
> > >
> > > thanks for your reply. In fact, I had tried the ATC solution
> > before. The
> > > problem: When used as an indicator (as mentioned in my previous
> > post)
> > > the chart looks as expected. However, with ATC the Open, High,
Low
> > and
> > > Close of both time series are added up. Thus, the logic of my
> > formulas
> > > that works for the indicator code doesn't work with ATC. Any
idea
> > how
> > > to modfiy that?
> > >
> > > Best regards,
> > >
> > > Thomas
> > >
> > > > Have a look at AddToComposite
> > > > http://www.amibroker.com/guide/afl/afl_view.php?id=7
> > > >
> > > > AddToComposite(Foreign("846900","o"), "~MyDAX", "O");
> > > >
> > > > AddToComposite(IIF(IsEmpty(Foreign("A0C4CA","h")),Foreign
> > > > ("846900","h"),Max(Foreign("846900","h"),Foreign
> > > > ("A0C4CA","h"))), "~MyDAX", "H");
> > > >
> > > > AddToComposite(IIf(IsEmpty(Foreign("A0C4CA","l")),Foreign
> > > > ("846900","l"),Min(Foreign("846900","l"),Foreign
> > > > ("A0C4CA","l"))), "~MyDAX", "L");
> > > >
> > > > AddToComposite(IIf(IsEmpty(Foreign("A0C4CA","c")),Foreign
> > > > ("846900","c"),Foreign("A0C4CA","c")), "~MyDAX", "C");
> > > >
> > > > New symbol ~MyDAX will appear under Market253 fully populated
> > > > according to your logic.
> > > >
> > > > Add flags for exploration and backtesting as needed.
> > > >
> > > > Mike
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, Thomas

> > Ludwig <Thomas.Ludwig@>
> > > >
> > > > wrote:
> > > > > Hello,
> > > > >
> > > > > I want to create an artificial ticker from two existing
> > tickers. If
> > > >
> > > > I do
> > > >
> > > > > it this way:
> > > > >
> > > > > O1=Foreign("846900","o");
> > > > > H1=IIf(IsEmpty(Foreign("A0C4CA","h")),Foreign
("846900","h"),Max
> > > >
> > > > (Foreign("846900","h"),Foreign("A0C4CA","h")));
> > > >
> > > > > L1=IIf(IsEmpty(Foreign("A0C4CA","l")),Foreign
("846900","l"),Min
> > > >
> > > > (Foreign("846900","l"),Foreign("A0C4CA","l")));
> > > >
> > > > > C1=IIf(IsEmpty(Foreign("A0C4CA","c")),Foreign
> > ("846900","c"),Foreign
> > > >
> > > > ("A0C4CA","c"));
> > > >
> > > > > PlotOHLC(O1,H1,L1,C1,"MyDAX",colorBlack,styleCandle);
> > > > >
> > > > >
> > > > > ... I get it as an indicator - but that's not what I want.
In
> > order
> > > >
> > > > to
> > > >
> > > > > get an artificial ticker I guess that I have to export the
> > values
> > > >
> > > > to an
> > > >
> > > > > ASCII file and import it again using fputs() and fgets()
but I'm
> > > >
> > > > not
> > > >
> > > > > sure how to do it. Any suggestions would be highly welcome.
> > > > >
> > > > > Regards,
> > > > >
> > > > > Thomas
> > > >
> > > > 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.amibroker.com/devlog/
> > > >
> > > > For other support material please check also:
> > > > http://www.amibroker.com/support.html
> > > >
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > >
> >
> >
> >
>




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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.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html




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