Hi brian,
i am using quotes plus,and i have managed to set things up thanks to Tomasz in the sector/industry/stock format..However,I can not get a chart of the Group or Industry..that is where i am failing.i did manage to do it with the code i posted in my first email,but there is no way the ATC was summing up the stocks within the given QuotesPlus sector..the sum was way too small
Allan
----- Original Message -----
From: "brian.z123" <[EMAIL PROTECTED]>
Date: Tuesday, September 12, 2006 9:55 am
Subject: [amibroker] Re: ATC,Sectors and Industries II
To: [email protected]
> 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;
> >
>
>
>
>
>
__._,_.___
----- Original Message -----
From: "brian.z123" <[EMAIL PROTECTED]>
Date: Tuesday, September 12, 2006 9:55 am
Subject: [amibroker] Re: ATC,Sectors and Industries II
To: [email protected]
> 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;
> >
>
>
>
>
>
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