PureBytes Links
Trading Reference Links
|
MyRSICount = Sum(RSI(2) < 10);
That should do it...
--- In amibroker@xxxxxxxxxxxxxxx, "Richard" <richpach2@xxx> wrote:
>
> 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@> 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/
|