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>,
> "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>>
> > 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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