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Louis,
There may be some way to eliminate the bad data, but that
is beyond my limited AFL skills. That is a question to ask the
Masters.
Donald F Lindberg
Hi,
So using your code could be a good way to know if a provider is
reliable. e.g. I use DTN and I see this pretty often so maybe DTN is not
that reliable.
I might switch to QuotePlus if they are reliable... and
not too expensive.
You say there is no way around... There
is absolutely nothing I can do with that?
Thanks,
Louis
2008/3/13, Don Lindberg <dlindber@xxxxxxxxxxnet>:
Louis,
What you
are seeing is the result of errors or holes in your data. There isn't
any way around that if you are using free Yahoo data. I use Quotes Plus, and
only rarely have that problem. The amount of holes depends on the
reliability of your data provider, but even the best of them are not totally
error free.
Donald F Lindberg
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@xxxxxxxxxxnet>:
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
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@xxxxxxxxxxnet>:
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);
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@xxxxxxcom>:
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@xxxxxxxxxps.com, "Louis
Préfontaine"
<rockprog80@x..>
wrote:
>
> Hi Mike,
>
> Do you know how
to create an artificial index with multiple tickers?
>
> Thanks,
>
> Louis
>
>
2008/3/6, Mike <sfclimbers@x..>:
>
>
> > 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@xxxxxxxxxps.com
<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@xxxxxxxxxps.com
<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
> > > >
> > > >
> >
> >
> > >
> >
> >
>
>
>
__._,_.___
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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