[Attachment(s) from NW Trader included below]
Hi all
Below (and attached) is another way to address the issue. While it
may run much faster on longer watchlists, it does suffer from one problem that I
haven't figured out how to address -- the total number of issues with RSI(2)
over 90 is at the top of the column, however I haven't figured out how to
export that total to use in creating a chart to track how the number compares to
other market indices (something I'd like to do, preferably in a chart). If
anyone else out there has solved this, I'd be grateful for some direction or
code as I have several other instances of list totals that I'd like to chart.
Thanks in advance for any solution.
Peace and Justice --- Patrick
//===============================================================================
// Find the total number of issues with RSI(2) over 90
// Run in Exploration against a watchlist (or industry, group, etc)
to generate the total number of issues with RSI(2) over 90
// Runs on ver 5.2 or higher and also
generates a column with the RSI(2) value sorted from high to low
RSI2_90 = RSI(2) > 90;
Filter = 1;
ADDCOLUMN( C, "LAST", 3.2, COLORYELLOW,COLORBLUE, 75) ;
ADDCOLUMN( RSI2_90 , "RSI(2) > 90" , 1.0 , COLORWHITE,COLORGREEN ,
75);
ADDCOLUMN( RSI(2) , "RSI(2) " , 3.2, COLORDARKGREEN,
COLORLIGHTGREY, 100 );
ADDSUMMARYROWS( 1, 1.0 , 4 );
SETSORTCOLUMNS( -4, -5 ) ;
----- Original Message -----
Sent: Friday, January 08, 2010 10:48
AM
Subject: [amibroker] Re: RSI(2) and
AddToComposite
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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Attachment(s) from NW Trader
1 of 1 File(s)
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