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[EquisMetaStock Group] Re: Comprehensive Exploration



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Hi Roy,
Thanks for your response.
I have followed your suggestion to create an exploration using the 
cum() function.
I made 4 columns:
1) Over 30 periods MA
2) Below 30 Periods MA
3) Over 200 periods MA
4) Below 200 periods MA
The averages used were simple.
I made sure that I would use 600 periods of data, in case of any gaps 
in data, which should filter them out.
I have not used the date indicator as I wanted to exclude no stocks by 
its date.
The report which I get will be the cumulative number of days, each 
stock has been above/below its short term and long term SMA, as on the 
date of the exploration.
The output is something like this.
=================================
Aarti Industries Ltd EQ 336 233 352 47
Aban Lloyd Chiles Offshor EQ 274 126 227 3 
Abbott India Ltd EQ 252 317 192 207
Abbott Laboratories Ltd EQ 141 213 13 172
and so on ........
==================================
Suppose I want to do this for over a period of one month, I would have 
to do it individually for each date. Am I right?
Thanks
Dusant


--- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx> 
wrote:
> Hi Dusant
> 
> Cum("condition") is what works best for this sort of task. Combine 
that with
> a date filter and you can count any event across any datatbase that 
you care
> to set up.  Obviously you would need to force your exploration to 
cover the
> required number of periods. Don't forget to use 5 times as many 
periodas
> your longest MA if it is exponential.
> 
> This type of exercise is something that all of the Trade Equity 
explorations
> do - they count $ profits, $ losses, # trades, bars in trades, or 
whatever.
> The Explorer is a hugely under-rated data mining tool.
> 
> Setting my 'Date Filter' defaults to open a window for the 
appropriate
> period would allow you to "AND" your condition with the filter and 
exclude
> events outside the test period.
> 
> If you are counting the number of stocks above a certain MA then you 
also
> need to count the stocks below it in another column, ofr you could 
count the
> total bars for all stock scanned. Here are some ideas for your 
exploration
> column.
> 
> {colA}
> Cum(C>Mov(C,30,S) AND Fml("Date Filter"));
> 
> {colB}
> Cum(C<Mov(C,30,S) AND Fml("Date Filter"));
> 
> {colC}
> Cum(Fml("Date Filter"));
> 
> I guess you get the idea.
> 
> Regards
> 
> Roy
> 
> 
>   {Date Filter}
> StDay:=Input("   Start day",1,31,1);
> StMnth:=Input("Start month",1,12,1);
> StYear:=Input("Start year",1980,2002,1998);
> EnDay:=Input("     End day",1,31,31);
> EnMnth:=Input("  End month",1,12,12);
> EnYear:=Input("  End year",1980,2002,2002);
> If((Year() > StYear OR (Year()=StYear AND ((Month() > StMnth) OR
>  (Month() = StMnth AND DayOfMonth() >= StDay)))) AND
> (Year() < EnYear OR (Year()=EnYear AND ((Month() < EnMnth) OR
>  (Month() = EnMnth AND DayOfMonth() <= EnDay)))) ,1,0);
> 
> 
> ----- Original Message ----- 
> From: "Dusant" <cooldush@xxxx>
> To: <equismetastock@xxxxxxxxxxxxxxx>
> Sent: Saturday, July 26, 2003 5:46 PM
> Subject: [EquisMetaStock Group] Comprehensive Exploration
> 
> 
> > Is it possible for me to run an exploration of all the stocks in 
my
> > database and get a numeric report.
> > I wanted to make a report for a month when the daily close is 
above or
> > below a short term moving average.
> > I know it can be done on a day to day basis, selecting the 
exploration
> > for a specific date. What I was looking for is to do the 
exploration
> > in one stroke.
> > The idea is to determine the precentage of stocks above or below 
their
> > 30 period moving average.
> > Any help, most appreciated.
> > Dusant
> >
> >
> >
> > To unsubscribe from this group, send an email to:
> > equismetastock-unsubscribe@xxxxxxxxxxxxxxx
> >
> >
> >
> > Your use of Yahoo! Groups is subject to http://docs.yahoo.
com/info/terms/
> >
> >
> >
> >


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