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Brain fade today. Trying to create a few simple composites using ATC with a filter in Explore context (click Explore in AA). The Sector Index symbols are all assigned to Market 3. Although the AA explore list shows only the sector index tickers processed the ATC composite tickers have counts which indicate all symbols from databse have been counted. If I manually set Filter via AA dialogue to just include Market 3 then composites are correctly calcd just on Mkt 3 symbols. It appears the Filter= statement in afl file is not working as I thought it would.
Filter=MarketID()==3;
AddColumn(C,"close");
Buy=Sell=0;
Testval=ROC(C,3);
Threshold=.2;
AddToComposite(Testval>Threshold,"~UpSecs","X",23);
AddToComposite(Testval<-Threshold,"~DnSecs","X",23);
AddToComposite(Testval<=Threshold AND testval>=-Threshold,"~NcSecs","X",23);
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