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GP,
Thanks! Bar-by-bar in the backtest is what I have in mind.
This subset of code does the job:
////////////////////
yyyy = Year();
inwl = False;
for ( bar = 0; bar < BarCount; bar++ )
{
inwl[bar] = InWatchListName( "NDX_" + NumToStr( yyyy[bar], 1.0, 0 ) );
}
////////////////////
Whitney
--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx> wrote:
>
> What exactly do you mean by "current bar"? Do you want it to be
> determined on a bar-by-bar basis during a backtest, of just on the bar
> pointer (selected bar)? What you have is correct for the latter, and
> what you're seeing is the expected result. When you pass an array to
> NumToStr, it will only use the selected bar (ie. the bar pointer bar),
> so the whole chart will show the one value depending on which bar you
> selected.
>
> If you want it to be determined bar by bar throughout the array, then
> I think this might need a loop, as you can't create arrays of strings
> in AFL. Something like this:
>
> currYear = 0;
> yr = Year();
> inwl = False;
> for (i = 0; i < BarCount-1; i++)
> {
> if (yr[i] != currYear)
> {
> currYear = yr[i];
> inwl[i] = InWatchListName("NDX_"+NumToStr(currYear,1.0,0));
> }
> else
> inwl[i] = inwl[i-1];
> }
>
> I haven't tried this code, but it looks like what I think you want.
>
> A couple of other comments about your code:
>
> >> yearstr = StrReplace( NumToStr( yyyy, fint ), ",", "" );
>
> To remove the comma, just set the third parameter of NumToStr to False
> (or zero).
>
> >> inwl = iif( InWatchListName( watchlistname ), 1, 0 );
>
> This is equivalent to:
>
> inwl = InWatchListName(watchlistname);
>
> Regards,
> GP
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "whitneybroach" <WhitneyBroach@>
> wrote:
> >
> > Here's a variation of the same idea. The way that results are being
> > reported in the chart window and in AA is not reassuring. I must be
> > missing something obvious.
> >
> > I have watchlists named "NDX_2002" and "NDX_2003" etc.
> >
> > The year of the current bar is to identify the proper watchlist. If
> > today is 19970102, NDX_1997 is the correct watchlist to check. If
> > today is 19961231, NDX_1996 is the correct watchlist to check.
> >
> > Vector_Desired: If symbol is in year-selected watchlist, a trade can
> > be taken; else no trade. I need inwl to be Vector_Desired.
> >
> > The plot of inwl (from code below) is either all 1's or all 0's from
> > the left of the chart window to the right, depending on where the bar
> > pointer is.
> >
> > For example, suppose the current symbol is in NDX_1997 and not in
> > NDX_1996. The last bar of 1996 is 19961231. The first bar of 1997 is
> > 19970102. When the bar pointer is on 19961231, the histogram is at
> > zero from the leftmost bar to the rightmost bar of the chart window.
> > When I move the bar pointer one bar to the right with the
> > right-arrow key, to 19970102, the histogram displays 1 on every bar
> > visible in the chart window (not correct).
> >
> > What am I missing?
> >
> > /////////////////
> > fint = 1.0;
> > yyyy = Year();
> > yearstr = StrReplace( NumToStr( yyyy, fint ), ",", "" );
> > watchlistname = "NDX_" + yearstr;
> > inwl = iif( InWatchListName( watchlistname ), 1, 0 );
> > Plot( inwl, "inwl", colorDefault, styleHistogram + styleOwnScale,
0, 2);
> > /////////////////
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "HB" <hmab@> wrote:
> > >
> > > MessageThanks Graham. That was it !
> > >
> > > I ended up using the following code:
> > >
> > > //////////////////////////////
> > >
> > > // Date conditions
> > > ZeroKH1 = IIf(today>=1000101 AND today <=1000630, 7,0);
> > > ZeroKH2 = IIf(today>=1000701 AND today <=1001231, 9,0);
> > > OneKH1 = IIf(today>=1010101 AND today <=1010630, 11,0);
> > > OneKH2 = IIf(today>=1010701 AND today <=1011231, 13,0);
> > > TwoKH1 = IIf(today>=1020101 AND today <=1020630, 15,0);
> > > TwoKH2 = IIf(today>=1020701 AND today <=1021231, 17,0);
> > >
> > > // Watchlist membership
> > > wl7 = InWatchList(7);
> > > wl9 = InWatchList(9);
> > > wl11 = InWatchList(11);
> > > wl13 = InWatchList(13);
> > > wl15 = InWatchList(15);
> > > wl17 = InWatchList(17);
> > >
> > > // Ticker is in right date range and is a member of the right
> watchlist
> > > rightWL = (ZeroKH1 AND wl7) OR (ZeroKH2 AND wl9) OR (OneKH1 AND
> > wl11) OR (OneKH2 AND wl13) OR (TwoKH1 AND wl15) OR (TwoKH2 AND wl17);
> > >
> > > //////////////////////////////
> > >
> > > I know the two sets of conditions be combined but I spell it out for
> > my own benefit/understanding.
> > >
> > > HB
> > > ----- Original Message -----
> > > From: Graham
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Tuesday, December 16, 2003 9:32 PM
> > > Subject: RE: [amibroker] InWatchList help
> > >
> > >
> > > you could just use the watchlist numbers and have added
> > conditional statements
> > >
> > > cond1 = datenum()>1000101 and datenum()<1000701;
> > > cond2 = inwatchlist(7);
> > > cond3 = inwatchlist(9);
> > > Buy = Buyconditions AND ( ( cond1 and cond2 ) or cond3 );//have
> > added or etc as variety
> > >
> > > or if you only have a single watchlist
> > >
> > > cond1 = datenum()>1000101 and datenum()<1000701;
> > > Buy = Buyconditions AND InWatchList(7) and cond1;
> > > Cheers,
> > > Graham
> > > http://groups.msn.com/asxsharetrading
> > > http://groups.msn.com/fmsaustralia
> > >
> > > -----Original Message-----
> > > From: HB [mailto:hmab@]
> > > Sent: Wednesday, 17 December 2003 10:13 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: Re: [amibroker] InWatchList help
> > >
> > >
> > > Jayson, Graham, & Andrew,
> > >
> > > Thanks for your tips.
> > >
> > > Let me give me more details as to how I want to use this. When
> > backtesting, I need to determine, for each bar, if this ticker is part
> > of a certain watch list. If so, then I will accept the buy signal,
> > otherwise on.
> > >
> > > In my code sample, if the current bar is in the first half of
> > year 2000, then tickers need to be in watchlist 7 in order to accept
> > buy signals. If the current bar is in the second half of year 2000,
> > then tickers need to be in watchlist 9 in order to accept buy
signals.
> > >
> > > I was hoping to do something like:
> > >
> > > Buy = Buyconditions AND InWatchList(wlnum);
> > >
> > > So, in this case, is the solution to use Andrew's first code
> > snippet ? Or is there a simpler way to do this ?
> > >
> > > Thanks,
> > > HB
> > >
> > > ----- Original Message -----
> > > From: Andrew Perrin
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Tuesday, December 16, 2003 8:34 PM
> > > Subject: Re: [amibroker] InWatchList help
> > >
> > >
> > > HB
> > > I believe the problem is that the function InWatchlist( ) does
> > not accept an array as arguments. A solution is to specify array
> > elements.
> > >
> > >
> > /////////////////////////////////////////////////////////////////////
> > > // returns 1 if Ticker in Given watchlist on specified date //
> > >
> > ////////////////////////////////////////////////////////////////////
> > > StartBar = LastValue( ValueWhen( Status("firstbarinrange"),
> > BarIndex() ) );
> > > FinishBar = LastValue( ValueWhen( Status("lastbarinrange"),
> > BarIndex() ) );
> > > today = DateNum();
> > > i = StartBar;
> > > while (i <= FinishBar)
> > > {
> > > ZeroKH1[i] = IIf(today[i]>=1000101 AND today[i] <=1000630,
7,0);
> > > ZeroKH2[i] = IIf(today[i] >=1000701 AND today[i] <=1001231,
> 9,0);
> > > wlnum[i] = ZeroKH1[i] + ZeroKH2[i];
> > > inWL[i] = InWatchList(wlnum[i]);
> > > i = i + 1;
> > > }
> > > Filter = 1;
> > > AddColumn(InWL,"inWL",1.0);
> > >
> > > This will work, it will however compare ticker to watchlist
> > num 1 outside of the dates specified and will give a true result if
> > Watchlist 1 does contain ticker.
> > > Another solution that may overcome this is to use nested IIf
> > statements.
> > >
> > >
> > /////////////////////////////////////////////////////////////////////
> > > // returns 1 if Ticker in Given watchlist on specified date //
> > >
> > ////////////////////////////////////////////////////////////////////
> > > StartBar = LastValue( ValueWhen( Status("firstbarinrange"),
> > BarIndex() ) );
> > > FinishBar = LastValue( ValueWhen( Status("lastbarinrange"),
> > BarIndex() ) );
> > > today = DateNum();
> > > WL1 = 1; // first period watchlist
> > > WL2 = 2; // second period watchlist
> > > WLempty = 56; // specify an empty watchlist
> > > i = StartBar;
> > > while (i <= FinishBar)
> > > {
> > > wlnum[i] = IIf(today[i] >=1000101 AND today[i]
> > <=1000630, WL1,
> > > IIf(today[i] >=1000701 AND today[i]
> > <=1001231, WL2, WLempty));
> > > inWL[i] = InWatchList(wlnum[i]);
> > > i = i + 1;
> > > }
> > > Filter = 1;
> > > AddColumn(InWL,"inWL",1.0);
> > >
> > > If you are doing something more complex in this area, perhaps
> > the following AFL might help. Watchlist were set up to reflect the
> > composition of certain indexes at 6 mth intervals. Tickers were
> > selected that were part of the index at the start of each six month
> > period.
> > >
> > > Hope this helps, watch those line returns,
> > >
> > > Andrew
> > >
> > >
> > >
> >
>
////////////////////////////////////////////////////////////////////////////////////////////////
> > > // ASX300/ASX200 returns 1 if Ticker in ASX300/ASX200 in given
> > month. (Range 2000 on). //
> > >
> >
>
////////////////////////////////////////////////////////////////////////////////////////////////
> > > StartBar = LastValue( ValueWhen( Status("firstbarinrange"),
> > BarIndex() ) );
> > > FinishBar = LastValue( ValueWhen( Status("lastbarinrange"),
> > BarIndex() ) );
> > > Yr = Year();
> > > Mth = Month();
> > > Ticker = Name();
> > > i = StartBar;
> > > while (i <= FinishBar)
> > > {
> > > WatchlistNum[i] = IIf(Yr[i] ==2000, IIf(Mth[i] <7, 30,31),
> > > IIf(Yr[i] ==2001, IIf(Mth[i]
> > <7, 32,33),
> > > IIf(Yr[i] ==2002, IIf(Mth[i]
> > <7, 34,35),
> > > IIf(Yr[i] ==2003, IIf(Mth[i]
> > <7, 36,37),39))));
> > > InASX300[i] = InWatchList( WatchlistNum[i] );
> > > WatchlistNum[i] = IIf(Yr[i] ==2000, IIf(Mth[i] <7, 40,41),
> > > IIf(Yr[i] ==2001, IIf(Mth[i]
> > <7, 42,43),
> > > IIf(Yr[i] ==2002, IIf(Mth[i]
> > <7, 44,45),
> > > IIf(Yr[i] ==2003, IIf(Mth[i]
> > <7, 46,47),49))));
> > > InASX200[i] = InWatchList( WatchlistNum[i] );
> > > i = i + 1;
> > > }
> > > Filter = InASX300;
> > > AddColumn(InASX300,"in ASX300");
> > > AddColumn(InASX200,"on ASX200");
> > >
> > >
> > > ----- Original Message -----
> > > From: HB
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Wednesday, December 17, 2003 6:21 AM
> > > Subject: [amibroker] InWatchList help
> > >
> > >
> > > Hello,
> > >
> > > I'm getting an error with the last line of following code.
> > Something about a bad argument. Can someone please help.
> > >
> > > //////////////////////////////////////
> > >
> > > today = DateNum();
> > >
> > > ZeroKH1 = IIf(today>=1000101 AND today <=1000630, 7,0);
> > > ZeroKH2 = IIf(today>=1000701 AND today <=1001231, 9,0);
> > >
> > > wlnum = ZeroKH1 + ZeroKH2;
> > >
> > > Filter = 1;
> > >
> > > AddColumn(InWatchList(wlnum),"inWL",1.0);
> > >
> > > //////////////////////////////////////
> > >
> > > Thanks,
> > > HB
> > >
> > >
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