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[amibroker] Re: RSI(2) and AddToComposite


  • Date: Sat, 09 Jan 2010 01:35:17 -0000
  • From: "droskill" <droskill@xxxxxxxxx>
  • Subject: [amibroker] Re: RSI(2) and AddToComposite

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
> >   > >
> >   >
> > 
> > 
> > 
> > 
> >   ------------------------------------
> > 
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> > 
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> > 
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> >
>




------------------------------------

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