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Sounds like you're confusing AA filter with the keyword Filter. They are not the same.
The filtering behavior of the AA window applies to which symbols the AFL script is *run* upon.
The Filter keyword determines which of the symbols *satisfy* the given condition.
In other words; The keyword Filter will identify which symbols, *of the symbols allowed by the AA filter*, satisfy your condition.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> Just finished two tests to see effect of using Filter = InWatchList().
>
> First test, using following code only:
> |*Filter* = InWatchList(49); // WL# 49 contains only two stocks
> *NumColumns* = 1;
> *Buy* = *Filter*;
> *Sell* = *Short* = *Cover* = 0;|
>
> With AA>Apply to>use filter>Define>Filter setting, both Include and
> Exclude clear, results were as expected but took approx. 25 seconds to
> read through entire equity list of 8455 files, for each Scan, Explore
> and Back Test. However, if I set Include to Watch list 49 in
> AA....Filter settings each is instantaneous. I had hoped that Filter =
> InWatchList() would have been instantaneous as well.
>
> Second test, only changed Buy = Filter; to Buy = 1;
> |*Filter* = InWatchList(49);
> *NumColumns* = 1;
> *Buy* = 1;
> *Sell* = *Short* = *Cover* = 0;
>
> W|ith AA....Filter settings, both Include and Exclude clear:
> Scan lists all 8455 stocks with as Buy.|
> Explore lists correct two stocks.
> Back Test lists four incorrect stocks, which are no longer traded.
> All three analysis took approx. 25 seconds.
> |
> Anybody have any thoughts on this?
> Thank you.
> -- Keith
>
> On 3/18/2010 19:14, Keith McCombs wrote:
> >
> > 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 -----
> >> *From:* Keith McCombs <mailto:kmccombs@...>
> >> *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> >> *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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