Re: [amibroker] Re: How to limit to top 5 in an Exploration

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

This will produce a  top 5 list in a window pane...

 

// The top5 list

list = CategoryGetSymbols( categoryWatchlist, 2 );

g=-100;

t="";

topList="";

i1=0;

nt=5;// calibrate here the topX

for(n=1;n<=nt;n++)

{

for( i = 0; ( sym = StrExtract( list, i ) ) != "" ; i++ )

{

SetForeign(sym);

x= C;//the individual metric

t=WriteIf(x>g,sym,t);

i1=IIf(x>g,i,i1);

g=Max(g,x);

}

topList=topList + t + ",";

L0="";

for( i = 0; ( sym = StrExtract( list, i ) ) != "" ; i++ )

{

SetForeign(sym);

L0=L0+ WriteIf(i!=i1,sym+",","");

}

List=L0;

g=-100;

}

Title="The top "+WriteVal(nt,1.0)+" list for "+Date()+" is "+topList;

----- Original Message -----

From: Herman

To: Mike

Sent: Monday, March 15, 2010 3:49 AM

Subject: Re: [amibroker] Re: How to limit to top 5 in an Exploration

 

You could sort the results, export the result table, read the top 5
tickers from the exported file into a new watchlist, and run another
exploration on that watchlist. All this can be automated in script -
check out OLE Automation in the help.

herman

> You would have to limit the number of symbols in the exploration to 5 ;)

> But seriously, I think that you're out of luck. One typical
> approach would be to run the exploration, then select the first 5
> and right click to select the popup menu for adding the selected
> symbols to a new watchlist. Do whatever else you were planning on, but using the new watchlist.

> Mike

> --- In amibroker@xxxxxxxxxps.com, "gelsner99" <gelsner@xxx> wrote:
>>
>> For the simple AFL code below, what would I need to change so that when I run the Exploration it lists only the top 5?
>>
>>
>> Fund = Close;
>>
>> Period = Param( ".....Period", 126, 63, 252, 63);
>>
>> // Calculate Total Gain and Annual Gain
>> TotalGain = ROC(fund, period);
>> AnnGain = Nz(100 *LastValue(((TotalGain/100+1)^(252/period)) - 1));
>>
>> // Exploration
>> Filter = 1;
>>
>> AddTextColumn(FullName(),"Fund Name",1.0);
>> AddColumn( AnnGain, "AnnGain", 1.2 );
>>
>> SetSortColumns(-4,);
>>

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

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