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If you are talking about the Cash S&P500 Index which is calculated by the
CBOE, there is no volume provided on that symbol by the exchange.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Alan Northam
Sent: Friday, October 23, 2009 12:57 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Quotes_Plus Volume Work Around?
Mark:
Point well taken. Thanks. I hadn't thought of that. Would still like
to make this work if for noting else to learn how to do it. What I need
is to be able to add volume to my S&P500 Index chart since my data
provider (Quotes-Plus.com) doesn't provide it.
Alan,
Mark Hike wrote:
>
>
> Not sure how you would use the volume data, but I would say that you
> can not use it for backtesting more than a few months back. That's
> because the components of the index keep changing and you would need
> to account for the survivorship bias.
>
> On Fri, Oct 23, 2009 at 3:24 PM, Alan Northam <alan@xxxxxxxxxxxxxx
> <mailto:alan@xxxxxxxxxxxxxx>> wrote:
>
>
>
> To create a scan that will sum up all the volume data for all
> stocks in
> the S&P500 Index I have created this afl file:
>
> Buy = 0;
> Sell = 0;
> AddToComposite(Volume,"~sp500volume","Volume", flags = 1);
>
> I have also created a small symbol list (symlist) made up of 9 stock
> symbols and saved it as one of the Watch Lists.
>
> I have also created the following Indicator:
>
> _SECTION_BEGIN("sp500volume");
> vol = Foreign("~sp500volume", "volume", 1);
>
> Plot(Vol, "SP500Volume", colorBlack, 2);
> _SECTION_END();
>
> When I do a Scan in Automatic Analysis I click on "use filter" in the
> "Apply to" area and define the filter as my my small symbol list
> (symlist). In the "Range" area I click on "all quotations". I then
> run the Scan and nothing happens. If instead of using my symlist I
> click on "all symbols" in the "Apply to" area the scan runs for
> several
> minutes and I see the volume bars update on my stock chart at the
> end of
> the scan. So everything is working except for being able to run the
> scan on a selected list of stocks. Once I get this to run on a small
> list of stocks I will then use a stock list of 500 stocks that
> make up
> the S&P500 Index. Anyone have any suggestions to get this to run on a
> select list of stocks instead of all the stocks in my database?
>
> Regards,
> Alan
>
>
>
> Alan wrote:
> >
> >
> >
> >
> > Ara:
> >
> > Thanks for the instruction. I am trying to find the SP500 list.
> Does
> > Quotes-Plus provide the list or did you have to make it?
> >
> > Alan,
> >
> > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> <mailto:amibroker%40yahoogroups.com
> <mailto:amibroker%2540yahoogroups.com>>,
> > "Ara Kaloustian" <ara1@xxx> wrote:
> > >
> > > Alan,
> > >
> > > I am doing what you are suggesting to derive volume data for
> SP500.
> > My code
> > > is not very usefull to you as it is part of other similar code and
> > > configurations.
> > >
> > > Simply use AddToComposite function and scan the SP500 list.
> Then use
> > > Foreign() function to access the data.
> > >
> > > Ara
> > > ----- Original Message -----
> > > From: "Alan" <alan@xxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>
> <mailto:amibroker%40yahoogroups.com
> <mailto:amibroker%2540yahoogroups.com>>>
> > > Sent: Friday, October 23, 2009 2:21 AM
> > > Subject: [amibroker] Quotes_Plus Volume Work Around?
> > >
> > >
> > > > Quotes-Plus provides volume data with some of its indexes
> (for example
> > > > the Dow Jones Industrial Average) while at the same time
> does not
> > > > provide volume data for some of the other indexes (for
> example the
> > > > S&P500 Index). What I want to know does anyone have a
> suggestion for a
> > > > work around? One way I thought of was to write an indicator that
> > > > collects the volume data for all 500 stocks in the index and
> plotting
> > > > the result. Is there a better way? Also has anyone already
> done this
> > > > and would like to share their code?
> > > >
> > > > Alan,
> > > >
> > > >
> > > >
> > > > ------------------------------------
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>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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