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[amibroker] Re: RSI(2) and AddToComposite


  • Date: Fri, 08 Jan 2010 18:48:24 -0000
  • From: "bistrader" <bistrader@xxxxxxxxx>
  • Subject: [amibroker] Re: RSI(2) and AddToComposite

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Trading Reference Links

I believe you could also start with something like the following, with your rsi code added, and do via regular bactest, plot or whatever.

function CountWatchList( listnum )
{
// retrive comma-separated list of symbols in watch list
list = CategoryGetSymbols( categoryWatchlist, listnum );

Count = 0; // just in case there are no watch list members

for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
Count = Count + 1;
}
return Count;
}

Count = CountWatchList(10);
//Filter = 1;
//AddColumn(Count, "Count", 5.3);
//Plot or whatever here



--- In amibroker@xxxxxxxxxxxxxxx, "woodshedder_blogspot" <woodshedder_blogspot@xxx> wrote:
>
> Wern, I think this will work for you. You'll need to use the scan feature. It is also going to compute a universe count for you as well. You can of course tweak the universe parameters any way you like.
> 
> Regards,
> Wood
> 
> Buy = Sell = 0;
> Universe = 0;
> RSI2Count = 0;
> AV10=MA(V,10);
> RSI2=RSI(2);
>  
> // Scan and Count Universe
> for (i=1; i<BarCount; i++)
> {
> if (C[i]>1 AND AV10[i]>100000)
>   Universe[i] = Universe[i] + 1;
> } 
> AddToComposite (Universe, "~Universe", "X");
> Plot ( Foreign("~Universe", "X"), "Universe",6,1);
>  
> // Scan and Count RSI2 > 90
> for (i=1; i<BarCount; i++)
> {
> if (C[i]>1 AND AV10[i]>100000 AND RSI2>90)
>   RSI2Count[i] = RSI2Count[i] + 1;
> } 
> AddToComposite (RSI2Count, "~RSI2Count", "X");
> Plot ( Foreign("~RSI2Count", "X"), "RSI2Count",6,1);
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "wernkra" <WKRAG@> wrote:
> >
> > Hi there,
> > 
> > is there a way to count the number of stocks which are at a certain RSI(2) threshold?
> > I'd like to plot the number of stocks with RSI(2) > 90.
> > 
> > I guess that could be done with AddtoComposite.
> > 
> > How would I do that?
> > 
> > Thanks.
> > 
> > Wern
> >
>




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