RE: [amibroker] ATC,Sectors and Industries

[Ken Close]

Allan:  I am not sure this will help you, but I will 
summarize my approach to this, again, FWIW.  It seems to work for me, and I 
am sure there are other ways to do it.  I should also say I, like many 
others, am a "code grabber", in that I seldom am smart enough to come up with 
some of the creative ideas like others do, but I am not proud to grab these and 
modify slightly to meet my needs.
 
I have an AFL with various sections in it, and I control 
what areas of the database are "looked at" by using IndustryID() and in a 
different section InWatchlist.
 
I scan all symbols and the first loop (in the code) is set 
to scan IndustryIDs from 1 to 216.  I make a symbol out of the loop index 
and some letters and then use CategoryGetName(categoryIndustry) to attach a 
name. I sum closes, and since I am less interested in the Price O/H/L, I stick 
other ATCs into the composite O/H/L fields (say for example whether the stock 
was an advancer or a decliner.
 
The other important aspect is where you stick the resulting 
ATC---I use 
CategoryAddSymbol(Sym, categoryWatchlist, 
TargetWLNbr); 
and 
stick these in a Watchlist named for Industry Composites.
 
After 
this loop completes, the code falls into another loop which looks at watchlists 
which have specialized stocks in each of them (a Technology Index, an Emerging 
Bond index, etc.  This proceeds as I described above with results being put 
in another watchlist.
 
When I 
click thru the symbols representing the composites of the industries, everything 
plots fine.
 
Here 
are some code snippits as examples.
 
Dan 
Clark (you should search for past messages by Dan in the yahoo search box and 
look at the many examples he has posted--excellent learning and good to grab and 
use) put together this procedure which is at the head of my 
code:
 
 

Filter=1;
AB = CreateStaticObject("Broker.Application");
//Procedure to add to Composite values
procedure 
CompositeLoad(Sym, SymName, CloseVal, OpenVal, HighVal, LowVal, VolVal, 

OpenIntVal, ATCFlags, TargetWLNbr)
{
//Add To 
Composite
AddToComposite(CloseVal, Sym, "C", ATCFlags);
AddToComposite(OpenVal, Sym, "O", ATCFlags);
AddToComposite(HighVal, Sym, "H", ATCFlags);
AddToComposite(LowVal, Sym, "L", ATCFlags);
AddToComposite(VolVal, Sym, "V", ATCFlags); 
AddToComposite(OpenIntVal, Sym, "I", ATCFlags); 

//Modify 
Names
cs = AB.Stocks(Sym) ; 
cs.FullName = SymName ; 

// Add to 
Watchlists
if (TargetWLNbr 
!= 0)
CategoryAddSymbol(Sym, categoryWatchlist, TargetWLNbr); 

}

 
A 
portion of the code that looks at my QP3 industries is this:
 

//AddToCompositeFlags
atcCurrentFlags = atcFlagDeleteValues + atcFlagCompositeGroup + atcFlagEnableInExplore;
//Load composite symbols and add to watchlist
NumOfIndustry = 216; // or the actual number (max 
256)
for(w=1;w<NumOfIndustry;w++) // note that 
the loop starts from 0, not 1
{
if(IndustryID() == w) 

{
if(w<10) Sym = "~Z00"+w;
if(w>9 AND w<100) Sym = "~Z0"+w;
if(w>99) Sym = "~Z"+w;
SymName = CategoryGetName(categoryIndustry,w);
//CompositeLoad(Sym, SymName, 
CloseVal, OpenVal, HighVal, LowVal, VolVal, OpenIntVal, ATCFlags, 
TargetWLNbr)
CompositeLoad(Sym, SymName, C, 0,0,0,0, 1, atcCurrentFlags, 9);   
//<<<<<<<<<<saves results in Watchlist 
9
 
 
 
 
Because I mentioned that I stick the count in OI, my 
plot statements are like that I showed you in a previous 
message
 
Price 
= C/IIf(OI=0,1,OI);
Plot(Price,".........etc
 
Maybe 
these code snippits will give you some ideas and help get you 
started....Ken
 
 



From: amibroker@yahoogroups.com 
[mailto:[EMAIL PROTECTED] On Behalf Of 
[EMAIL PROTECTED]Sent: Tuesday, September 12, 2006 1:38 
PMTo: amibroker@yahoogroups.comSubject: Re: [amibroker] 
ATC,Sectors and Industries

Tomasz,
I fully recognise the excellence and complexity of your program,but your 
manual does not do the program justice and the lack of phone support does not 
make things easier..I apologise if you do not see it that way,but in my 23 years 
as a Managing Director at Salomon Bros,Smith Barney and Nomura I have had to 
work with many a users manual and crazy salespeople/customers.Its more of a 
compliment to your product....Take it for what its worth.
 
You were correct in that I was not scanning upon the whole 
database.The composites now created in group 253 all have have OHLC and V.I do 
have a fully populated "Undefined" group consisting of indicies and preferred 
stocks.I assume anything not in the QuotesPlus sectors gets placed in Undefined 
when you run the Scan..is that correct??If i delete the undefined list,will it 
delete all the stocks in it as well??
 
As for the composites created in Group 253,the price is as I 
expected,and a count divisor is necessary.I can only assume that i have to 
divide each feild by the count,with the exception of volume and run the scan.Is 
that correct? 
 
Also,I still have no idea if the sectors and groups in Sector can be 
charted.I now have the correct setup,but still cant chart the sector and 
industry.Does that have to be done within groups?This is what i am talking 
about.A clear step by step example would go a long 
way.
__._,_.___





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