Hello Alan, Yes, your ATC indexes are price weighted.
You only have to run the scan again when and if you update your data, say, after an EOD data update. If you are using the composites for backtesting you can scan once to create them for your backtest period and then use them over and over without updating like any symbols data. You have just cumulated your data and stored it in a pseudo ticker or ~composite. I don't have any QP or sector data on my computer, I only have a little training data in the original format as installed so I can't go with you all the way. I'm sure the next shift will sort it out for you. To start the bidding: Do you have all symbols selected and the filter de-selected? Are you sure all of your symbols are correctly assigned to your sectors and industries? If the answer is yes in both cases it must be something in your code but it is nothing to do with divisors; that is for creating ATC's of averages if and when you need them. You can create a cumulative index of that is what you want. I have been playing with ATC and it works fine. I find that it makes no difference if buy = 0 or buy = 1. I haven't been using sell/short/cover. I just use buy = 1 and I get the same results for my test buy = 0 runs but I can see the results in the AA table. I run with n = 1 as the ATC is independent of 'range', use the close to create the ATC and the close is reported in explorer for all symbols for the last day. I can then export to Xcel and check the ATC and it is always correct. Why not try a simple ATC on the close alone with the filter set to an industry group and compare the outcome with the results you have now; it might help with fault finding. Also run your code below just for the close and save in "X" and compare that to some simple code with the filter. Sorry I can't help any more than that. BrianB2. --- In [email protected], "matrix10014" <[EMAIL PROTECTED]> wrote: > > Sorry,one last question.... > > From reading the manual it appears as if the ATC sums up prices to > create an index.My assumption is it is price weighted..What i dont > understand is,if in the code below we are summing up every stock in > its given sector,how could i have a price of 167 for the Energy > sector?? There must be over 400 stocks in that sector,so how could the > sum be 167??? > > I dont see a divisor in the code??? Am i missing the obvious..again!! > > sym="~"+SectorID(1); > AddToComposite(L,sym,"L"); > AddToComposite(O,sym,"O"); > AddToComposite(H,sym,"H"); > AddToComposite(C,sym,"C"); > AddToComposite(V,sym,"V"); > Buy=Sell=Short=Cover=0; > Filter=1; > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
