Re: [amibroker] Re: Code needed to always include a certain ticker in Explore ???, AmiBroker Email List Archive

On Tue, Jun 9, 2009 at 8:21 AM, bruce1r <brucer@xxxxxxxxx> wrote:

Graham / Mike -

I'd like to briefly offer a couple of suggestions about your comments
regarding watchlists. But, first the bottom line. Adding the symbol to
your watchlists in a two step (preferrably automated process) is the
best way to save yourself some grief. There are several different ways
to do this.

Mike - you were moving toward something I've used for a while but have
never shown because of the special cases. I'd call it dynamic
watchlsits. There is an easier way, though. You were modifying the
watchlist as it was being processed. The easiest way to do this is
simply detect the watchlist that is used in the filter and use
CategoryWatchlist(). Because the entries are cached, the change is
reflected in the AA Filter loop. BUT, the issue is this. The Filter
loop processes issues in alpha order. SO, the one(s) that you add need
to be after stocknum 0 in the collating sequence. I have used the
technique in the past for app's that need to process dynamic watchlists.
Now, I just use a two step process, as it is more straightforward. But
since you went down that path, here's some test code to show the
technique -

OAB = CreateObject( "Broker.Application" );
OAA = OAB.Analysis;
incwl = OAA.Filter( 0, "watchlist" );
; The symbol added must be after the first symbol in alpha order
CategoryAddSymbol( "SPY", categoryWatchlist, incwl );
Filter = Status( "lastbarinrange" );
AddColumn( C, "C", 8.2 );

Graham - I totally agree with your conclusion about keeping it simple.
I think that the issue with your second suggestion about using a sector
or industry is that the long-known issue with the Filter interface is
the lack of an "OR" operation. If I understand what you were suggesting
correctly, you'll find that multiple selections on the Include tab are
an "AND" operation. The Exclude tab effectively implements an "AND NOT"
operation. A simple "OR" interface has been long needed.

P.S. This usage pattern of running a two step (AFL) job is so common,
that I'd really like to see Tomasz add a RunNext() command for newer
users that would execute a subsequent AFL after the current one
completes.

-- BruceR

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> The simplest way is to just add the index symbol to your watchlist.
> You will just tie yourself up into knots otherwise
> If you use this watchlist for other items like trade system then just
> include a condition eg. Buy = BuyConditions AND Name() != "^GSPC";
>
> Another simple method would be to have the index symbol in its own
> group, eg an unused sector/industry. Then in exploring your watchlist
> you can add this sector to your analysis window filter.
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
>
> 2009/6/9 Mike sfclimbers@xxx:

> > You can cheat, explicitly doing what you are not supposed to do, by
writing code to use the OLE interface to add your symbol to the
watchlist as it is being iterated through, then use the API to remove
your symbol at the end of the exploration.
> >
> > In my quick try, adding the symbol seemed to work e.g. assuming
symbol AA and watchlist #2, add to watchlist on processing of first
symbol.
> >
> > EnableScript("jscript");
> >
> > if ( Status( "stocknum" ) == 0 )
> > {
> > <%
> > AB = new ActiveXObject("Broker.Application");
> > Stocks = AB.Stocks;
> > Symbol = Stocks.Item("AA");
> > Symbol.WatchListBits |= 1 << 2;
> > %>
> > }
> >
> > I used JScript because AFL did not seem to natively support the <<
operator used in the example found in the user guide
> >
> > http://www.amibroker.com/guide/objects.html
> >
> > Trying to remove it afterwards was not quite working in my quick
test.
> >
> > Seems like a lot of fuss. What about writing a script to drive the
OLE interface to include the symbol in all the watchlists that you want
before running your exploration. Then run your explorations. Then run a
cleaning script to remove the symbol from the watchlists after you're
done?
> >
> > Moving the code I provided above to an "add to watchlist" script
would probably do the job. Repeat the line Symbol.WatchListBits |= 1 <<
??? for each watchlist you want it to appear in.
> >
> > To remove from the watchlist try something along the lines of:
> >
> > <%
> > AB = new ActiveXObject("Broker.Application");
> > Stocks = AB.Stocks;
> > Symbol = Stocks.Item("AA");
> > Symbol.WatchListBits &= ~(1 << 2);
> > %>
> >
> > None of the above is tested. And I have not spent the time to verify
its validity or even the wisdom of the approach. But if you're
determined to go down this road, it might help.
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" gmorlosky@ wrote:
> >>
> >> Understood... bummer..we really access to the Apply To: function.
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@> wrote:
> >> >
> >> > I already explained that to you in my msg above. Read it again.
> >> >
> >> > d
> >> >
> >> >
> >> > On Mon, Jun 8, 2009 at 6:18 PM, gmorlosky <gmorlosky@> wrote:
> >> >
> >> > > If I do an _TRACE (Tickerlist) the addon ticker is there.
> >> > > I don't understand why it shows up in the indicator, but not in
an Explore
> >> > > ???
> >> > >
> >> > >
> >> > >
> >> > > --- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@> wrote:
> >> > > >
> >> > > > by using the filter = 1 you're only going to get the tickers
that are in
> >> > > the
> >> > > > watchlist - AB will only read from that list.
> >> > > >
> >> > > > Option 1. Use the watchlist and after the last ticker use the
foreign on
> >> > > a
> >> > > > line by its self. I don't know if this will actually work.
You'll have
> >> > > to
> >> > > > figure out a way to detect that the last ticker in the watch
list had
> >> > > been
> >> > > > read by using the "Status" function.
> >> > > >
> >> > > > Option 2. Process the updated ticker list in a loop like
you've done
> >> > > > before. When doing this don't use the filter and watchlist -
just
> >> > > current
> >> > > > ticker.
> >> > > >
> >> > > > d
> >> > > >
> >> > > > On Mon, Jun 8, 2009 at 5:13 PM, gmorlosky <gmorlosky@>
wrote:
> >> > > >
> >> > > > > My test is simply to set my Filter = 1; (at the bottom of
the code to
> >> > > > > include all tickers in the output). I get all the watchlist
tickers,
> >> > > but,
> >> > > > > not the additional ^GSPC ticker....
> >> > > > > Tried:
> >> > > > >
> >> > > > > Tickerlist = Tickerlist + ",^GSPC"; // no results (included
comma)
> >> > > > > tickerlist=tickerlist AND Foreign("^GSPC","C"); // AND
errors
> >> > > > > tickerlist=tickerlist + Foreign("^GSPC","C"); // no results
> >> > > > >
> >> > > > > Any more ideas and what is a skew ?
> >> > > > >
> >> > > > >
> >> > > > >
> >> > > > >
> >> > > > >
> >> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@>
> >> > > wrote:
> >> > > > > >
> >> > > > > > TRY:
> >> > > > > >
> >> > > > > > tickerlist=tickerlist and foreign("^GSPC","C");
> >> > > > > >
> >> > > > > >
> >> > > > > > ----- Original Message -----
> >> > > > > > From: gmorlosky
> >> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> >> > > > > > Sent: Monday, June 08, 2009 3:40 PM
> >> > > > > > Subject: [amibroker] Re: Code needed to always include
a certain
> >> > > ticker
> >> > > > > in Explore ???
> >> > > > > >
> >> > > > > >
> >> > > > > >
> >> > > > > >
> >> > > > > >
> >> > > > > > I have used Foreign for plotting, but I don't want to
manually add
> >> > > it
> >> > > > > for each column.
> >> > > > > > I like the idea of an addon to the ticker list. I
tried:
> >> > > > > > Tickerlist = CategoryGetSymbols( Tickercategory,
ListNum );//
> >> > > existing
> >> > > > > code
> >> > > > > > Tickerlist = Tickerlist + "^GSPC"; // new code
> >> > > > > >
> >> > > > > > but still not picking up on the extra ticker of ^GSPC
(S&P500).
> >> > > > > >
> >> > > > > > Any other ideas on properly concatenating a ticker to a
list of
> >> > > tickers
> >> > > > > ???
> >> > > > > >
> >> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@>
> >> > > > > wrote:
> >> > > > > > >
> >> > > > > > > you probably do something like:
> >> > > > > > >
> >> > > > > > > InWatchList( listno ) and "your ticker here";
> >> > > > > > >
> >> > > > > > > Anthony
> >> > > > > > > ----- Original Message -----
> >> > > > > > > From: gmorlosky
> >> > > > > > > To: amibroker@xxxxxxxxxxxxxxx
> >> > > > > > > Sent: Monday, June 08, 2009 3:08 PM
> >> > > > > > > Subject: [amibroker] Code needed to always include a
certain
> >> > > ticker
> >> > > > > in Explore ???
> >> > > > > > >
> >> > > > > > >
> >> > > > > > >
> >> > > > > > >
> >> > > > > > >
> >> > > > > > > I would like to have a certain ticker (S&P500) always
included as
> >> > > one
> >> > > > > of the tickers in the Explore. For example, I choose my
watchlist that
> >> > > has
> >> > > > > ETFs only, BUT I want the explore to also have the S&P500
ticker info,
> >> > > for
> >> > > > > relevance.
> >> > > > > > > I want to have the reference in the code, not include
the S&P500
> >> > > > > ticker in the watchlist.
> >> > > > > > > Thanks.
>

------------------------------------

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