Hi Richard,
Take a look at the BarsSince() function. E.g. BarsSince(Cross(RSI(2),
90)); used in an exploration. You could than sort that column for the most
recent or oldest. I'm not in AB at the moment, so haven't tested this, but
think it's pretty straightforward (and faster than looping). If you
wanted, you could also include this in a title so you would see the info on a
stock by stock basis.
Peace and Justice --- Patrick
----- Original Message -----
Sent: Friday, January 08, 2010 3:12
PM
Subject: [amibroker] Re: RSI(2) and
AddToComposite
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
> > >
> >
>
>
>
>
>
------------------------------------
>
> ****
IMPORTANT PLEASE READ ****
> This group is for the
discussion between users only.
> 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
> http://www.amibroker.com/feedback/
>
(submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups
Links
>
------------------------------------
****
IMPORTANT PLEASE READ ****
This group is for the discussion between users
only.
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
http://www.amibroker.com/feedback/
(submissions
sent via other channels won't be considered)
For NEW RELEASE
ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo!
Groups Links
<*> To visit your group on the web, go
to:
http://groups.yahoo.com/group/amibroker/
<*>
Your email settings:
Individual Email |
Traditional
<*> To change settings online go
to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via
email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*>
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*>
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
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
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
![]()
__,_._,___
|