Inaccurate ? ... I'm not sure how an AB/AFL produces inaccurate results ...
Beyond that it is next to impossible to troubleshoot what can't be seen especially given your description of the problem ... --- In [email protected], "brpnw1" <[EMAIL PROTECTED]> wrote: > > Hi Fred, > > Thanks for your quick response! > > My weekly Batman tests are using .ABS files with weekly periodicity. > My Batman daily tests are using .ABS files with daily. I am not > using layouts or templates in Batman. > > I just tested these scripts in Batman, and in AA (manually), and get > the same results. Probably not a Batman issue then... looks like > something to do with the way the LinRegSlope works with the weekly > sector composites... > > The daily periodicity sector creation, and daily sector ranking > scripts work perfect together. Problem is, my system is focused on > weekly swing trades and the sector ranking script gives me fairly > inaccurate results (based on my own visual observations of sector > performance vs. what this weekly ranking script is giving me). > > Not sure if this is due to the sector ranking script, or the fact > that the sector analysis is based on a LinRegSlope comparison of the > created sector composites to the created sector index (created in > the first script). > > Any ideas for troubleshooting, anyone? Been working on this all day. > > Thanks, > > Brian > > --- In [email protected], "Fred" <ftonetti@> wrote: > > > > Do your settings files have weekly periodicity specified in them ? > > > > Do you have corresponding layouts and/or templates with weekly > > periodicity that have been identified to BatMan ? > > > > --- In [email protected], "brpnw1" <tradermail@> wrote: > > > > > > Batman and sector analysis gurus, > > > > > > I am using two sector analysis scripts in Batman. I would like > to > > > use the Weekly periodicity for my analysis, although I am have a > > > feeling these two scripts will only work using the daily > > periodicity > > > in Batman. I have saved the appropriate .ABS files for both the > > > daily and weekly periodicities, and have tested these scripts > > > together, but the results just don't seems to come out at all > using > > > a Weekly periodicity. > > > > > > I run the first script as a batch job in Batman. Then Batman > > > automatically runs the second script (see below). The second > script > > > uses the LineRepSlope to determine the relative strength of each > > > market sector. The sector analysis uses sector composites that > are > > > create in the first script, drawing from TC2005 EOD stock data. > > > > > > How do I work with these scripts to get Weekly results that make > > > sense? > > > > > > /* WEEKLY (OR DAILY) SECTOR CREATION - SCAN */ > > > /* > > > STEP 1: > > > Select all stocks available, or Group 1 or Watchlist 3. Set n=1. > > > SCAN the watch list to create the composites. Settings should be > > > set to Weekly or Daily, as needed. > > > > > > Sector creation must occur every day, since stocks used to create > > > the sector composites will be updated daily with new price > > > information. > > > */ > > > > > > SetBarsRequired(540,540); > > > Buy=0; > > > newhigh=H>Ref(HHV(H,10),-1); //stocks making new high > > > newlow=L<Ref(LLV(L,10),-1); //Stocks making new low > > > up=C>Ref(C,-1); > > > dn=C<Ref(C,-1); > > > upvol=IIf(up,V/C,0); > > > dnvol=IIf(dn,V/C,0); > > > //x=SectorID(0); > > > sym="~"+SectorID(1); > > > isym="~i"+SectorID(1); > > > Ad="~AD"+SectorID(1); > > > AddToComposite(C,sym ,"C"); //adds Close data to sector > > > AddToComposite(V/1000,sym,"V"); // adj vol overflow > > > AddToComposite(1,sym,"O"); //counts stocks > > > AddToComposite(IIf(newhigh,1,0),sym,"H");//counts new highs > > > AddToComposite(IIf(newlow,1,0),sym,"L");//Counts new Lows > > > //creates a master index of stocks under study > > > AddToComposite(C,"~Universe" ,"c"); > > > AddToComposite(V/1000,"~Universe" ,"v"); > > > AddToComposite(1,"~Universe" ,"O"); //counts stocks > > > AddToComposite(newhigh,"~Universe","H"); > > > AddToComposite(Newlow,"~Universe","L"); > > > //creates master index of OHLC data > > > AddToComposite(C,"~Index","C"); > > > AddToComposite(O,"~Index","O"); > > > AddToComposite(H,"~Index","H"); > > > AddToComposite(L,"~Index","l"); > > > AddToComposite(1,"~index","V");//counts stocks in index > > > //creates index by sector > > > AddToComposite(C,isym,"C"); > > > AddToComposite(O,isym,"O"); > > > AddToComposite(H,isym,"H"); > > > AddToComposite(L,isym,"L"); > > > AddToComposite(1,isym,"V"); > > > //creates advance /decline by sector composite > > > AddToComposite(up,Ad,"C"); > > > AddToComposite(dn,Ad,"O"); > > > AddToComposite(upvol,Ad,"H"); > > > AddToComposite(dnvol,Ad,"L"); > > > > > > > > > /* WEEKLY (OR DAILY) SECTOR RANKING - EXPLORATION */ > > > /* > > > STEP 2: > > > Select n=1. Select the SECTOR COMPOSITES watchlist 5 from Step > 2. > > > Click Explore. > > > > > > Click on the "NOW" field, to sort the data. Those sectors above > the > > > Index ticker (a blue line in the result window) are > outperforming > > > the group as a whole, those below the Index ticker are lagging. > > > The colors make it easy to see the trend. The numbers in the > > > cross column indicate when the sector crossed the index. By > > > clicking on a previous day columns you can quickly see how the > > > position of a given sector is moving. You can adjust the look > > > back by adjusting the number in the RSC line. Settings should be > > > set to Weekly or Daily, as needed. > > > */ > > > > > > Filter=C>0; > > > x=RelStrength("~index"); > > > RSC=LinRegSlope(x,7); > > > AddColumn(IIf(rsc>0,BarsSince(rsc<=0),BarsSince > > > (rsc>=0)),"Cross",1.0); > > > AddColumn(RSC,"NOW",1.2,colorDefault,IIf(RSC==0,colorBlue,IIf > > (rsc>Ref > > > (rsc,-1),colorBrightGreen,colorPink))); > > > AddColumn(Ref(RSC,-1),"-1 bar",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-1)>=Ref(rsc,- > > > 2),colorBrightGreen,colorPink))); > > > AddColumn(Ref(RSC,-2),"-2 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-2)>=Ref(rsc,- > > > 3),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-3),"-3 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-3)>=Ref(rsc,- > > > 4),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-4),"-4 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-4)>=Ref(rsc,- > > > 5),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-5),"-5 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-5)>=Ref(rsc,- > > > 6),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-6),"-6 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-6)>=Ref(rsc,- > > > 7),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-7),"-7 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-7)>=Ref(rsc,- > > > 8),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-8),"-8 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-8)>=Ref(rsc,- > > > 9),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-9),"-9 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-9)>=Ref(rsc,- > > > 10),colorBrightGreen,colorPink))); > > > AddColumn(Ref(rsc,-10),"-10 bars",1.2,colorDefault,IIf > > > (RSC==0,colorBlue,IIf(Ref(rsc,-10)>=Ref(rsc,- > > > 11),colorBrightGreen,colorPink))); > > > > > > > > > Thanks in advance!! > > > > > > Brian > > > > > > Please note that this group is for discussion between users only. 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