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Hello All,
I have been following this post with interest. Thank you to everyone for the contribution. I have a question related to this subject.
What is the simplest way to count how many days/bars the RSI(2) signal stays below/above certain level? For instance - count bars IF (RSI(2) < 5). Do I need to use looping code or "cum" may do the job?
Regards
Richard
--- In amibroker@xxxxxxxxxxxxxxx, "NW Trader" <ta4charts@xxx> wrote:
>
> 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 -----
> From: bistrader
> To: amibroker@xxxxxxxxxxxxxxx
> 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@> 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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