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Re: [amibroker] Filter for multiple categories?


  • Date: Thu, 18 Mar 2010 19:14:19 -0400
  • From: Keith McCombs <kmccombs@xxxxxxxxxxxx>
  • Subject: Re: [amibroker] Filter for multiple categories?

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Anthony --
I was searching the AB Users Manual for 'InCategory', came up empty, and gave up.  I didn't think to look for 'InWatchList'.  Thank you.

However, I believe a bit more manipulation is required to use CategoryGetSymbols().  For example, copy list from Category:Index to Category:WatchList:WLnumber and then use Filter = InWatchList(WLnumber) as you pointed out.  Of coarse one might also want to use CategoryRemoveSymbol() to implement exclusion as well.

But, in order to save time, one might want to perform the operation
only once per scan, exploration, backtest, or optimization.  Ah, so now there's another question.

And again, thank you.
-- Keith


On 3/18/2010 17:11, Anthony Faragasso wrote:
 

Keith ,
 
I believe there are several ways...
 
CategoryGetSymbols( category, index )
GetCategorySymbols( category, index )
InWatchList( listno )
Filter= InWatchList( 3 ) OR InWatchList( 5 );
 
Anthony
 
 
----- Original Message -----
Sent: Thursday, March 18, 2010 3:30 PM
Subject: [amibroker] Filter for multiple categories?

 

With AA>Apply to>Define>Include, I have two similar problems:
1.  If more than one category is selected, the are ANDed, rather than ORed.  So that one cannot, for example, filter for Market:Nasdaq OR Group:ETF.

2.  There is no way to select more than one list in a category.  One cannot have Watchlist:7 OR Watchlist:13.

I would very much like a solution to both problems. 

A programmatic solution would be most appreciated.  I try to have as many settings in my code and as few GUI selected as possible.

Thanks for any help.
-- Keith



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