Hi Ken, This looks like quite an ambitious project you are undertaking here! It sounds like a lot of work and I am not clear on what you hope to gain from it. Could you possibly expand on what you hope to learn by creating all these composites?
Steve ----- Original Message ----- From: "Ken Close" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, September 15, 2006 9:37 AM Subject: [amibroker] Loading Symbols via AFL--was: I need a little help with an ATC > Joe: thanks for this detail. I have been searching and capturing > published > code around these very issues, but had not seen the messages from NW > Trader. > > I am still on my quest to a) empty a watchlist; b) load a tls of symbols > programmatically; c) calculate an ATC average on this newly loaded list of > symbols, and d) save the ATC to another watchlist. > > This speaks to my objective to produce ATCs of all the major ETFs (from > their holdings), which exceed the number of Watchlists available. If I > can > accomplish the above steps, then Watchlist number should not be a > limitation. > > Can you or anyone give me an example of how to load a tls or txt file of > symbols programmatically and then perform an ATC on them. > > I asked this several weeks ago, got no replies, and did not press for help > because of other tasks at the time. I really would like some help on the > step b) above as I think I can accomplish the other steps from all of the > code snippits I have gathered. > > Please help. > > Thanks, > > Ken > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf > Of Joe Landry > Sent: Friday, September 15, 2006 6:56 AM > To: [email protected] > Subject: Re: [amibroker] I need a little help with an ATC > > Don - The routines from a thread dating March of 2006 may help you to > Clear, Repopulate, and Add Exploration issues to watchlist. There are > several contributions to that thread ending with the one by Patrick. > Other > contributors in the area have also been Dan Clark, Jeff, Steve Dugas. I'm > not in the Yahoo file so I don't know the message numbers. Search on > NWTrader or Dan Clark. > > In some of the writing I just found I noted some folks start with their > "universe" of stocks numbering 8000 -10,000 or All Issues. As the > TC2000 > > Worden Bros. folks have taught, you're probably be better to start with a > list of stocks that are tradeable( your definition) with criteria like > closing price and traded volume. Here's my range >$5, > $10 or > >$15.....Volume > 50K, >100K or >200K. This will reduce the number of > stocks that have to be loaded into your internal database (the 1st time > through) to 1/3 and screened. I start with this daily from QP with the > criteria => 1) Is stock?, 2)Price > 5 and 3)Volume > 50K and work with a > "universe" of just over 3500. You can do this programmatically with AB > as > the first > job step. > > Thanks for the recent posting to the Yahoo files. Another place you can > post is in the AFL Library. > > > HTH > Joe L. > > > Hi Dave, > > I'm joining the party late, so apologies if this has already been > suggested > and tried or if this isn't close to what you're looking for -- of late > I've > had no time to keep up with reading the group or do any AB work. This is > something I believe I got the basics of from Dan, adapted long ago and > perhaps there are newer and better ways to do, but it works for my > watchlists. Via the parameters, you may clear, replace or add to a > watchlist which you can select by number. The default is to not clear, > and > if clearing then to refill. > > As I use it, in other explorations, it allows me to manage watchlists > daily > and weekly -- altho I've not had time to do much in explorations and have > been existing on a diet of daily trades in stocks I know well and which > have > > good % moves daily. This is a trimmed down version of the output, but one > can add ATR, Avg Range, RSI, ADX and a host of other columns to help > refine > the information. The multiple column sort now makes this a very viable > way > for me to ID trading candidates. > > AA Code is below and attached. Enjoy. > > Peace and Justice --- Patrick > > > > // Basic Watchlist Management > > // Code to clear a watchlist, repopulate that watchlist or add exploration > results to an existing watchlist > > w = Param("Empty Watchlist First? Yes = 1, No = 2" , 2, 1, 2, 1); > > w1 = Param("Autofill Watchlist? Yes = 1, No = 2" , 1, 1, 2, 1); > > x = Param ( "Add Results to an Existing Watchlist? Yes = 1, No = 2" , 2 , > 1 > , 2 , 1 ) ; // select whether to add results to watchlist or not > > y = Param("Set Watchlist Number", 2, 2, 60,1); // sets the watchlist > number, > > but reserves the first 2 and last 4 watchlists > > Clear = IIf(w ==1, x==2, 0); if( LastValue(Clear) ) > {CategoryRemoveSymbol("", categoryWatchlist, y); } > > // -------- Parameter Variables for > Exploration -------------------------------- > > TCH = Param("High close value ", 20, 5, 300, 0.5); > > TCL = Param("Low close value " , 5, 1, 10, 0.25); > > AVP = Param("Period for Avg Vol " , 21, 5, 240, 1); > > SV = Param("Stock minimum Avg Vol " , 125000, 50000, 1000000, 5000); > > My_Conditions = Close >= tcl AND Close <= tch AND MA( Volume, avp ) > sv; > > Filter= My_Conditions; > > Buy= Filter; > > autoFILL = IIf( w1==1, Filter,0 ) ; > > Add = IIf( x==1, Filter , 0 ) ; > > if( LastValue( Add ORautoFill ) ) > > { CategoryAddSymbol( "", categoryWatchlist, y ); } > > > ----- Original Message ----- > From: "Don Lindberg" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, September 15, 2006 2:33 AM > Subject: [amibroker] I need a little help with an ATC > > >> Group. >> >> I have created several ATC's to build composite indexes of some of >> my WatchList. Here is the code I used. >> >> /* AddToComposite statements are for Automatic Analysis -> Scan */ >> /* add Close price to our index OHLC fields */ >> AddToComposite(Open, "~CAN SLIM Select Index", "O" ); >> AddToComposite(High, "~CAN SLIM Select Index", "H" ); >> AddToComposite(Low, "~CAN SLIM Select Index", "L" ); >> AddToComposite(Close, "~CAN SLIM Select Index", "C" ); >> AddToComposite(Volume, "~CAN SLIM Select Index", "V" ); >> /* add one to open intest field (we use this field as a counter) */ >> AddToComposite( 1, "~CAN SLIM Select Index", "I" ); >> Buy = 0; // required by scan mode >> /* this part is for Indicator Builder */ >> PlotForeign("~CAN SLIM Select Index", "~CAN SLIM Select Index", >> colorBlack, style=styleLine); >> Plot(Foreign("~CAN SLIM Select Index","C"),"~CAN SLIM Select >> Index",1,8); >> >> It works fine, however I have to define a filter every time I run >> one of these against a particular Watchlist (In this example the >> Watchlist is caled CAN SLIM Select). >> >> My question is.... Can I put a line of code in this AFL that will >> make it use a specific Watchlist without my having to define a filter >> on the AA screen. I'm sure one of you programming Guru's can show me >> how to do this. >> >> Your help is greatly appreciated. >> >> Don Lindberg >> >> >> >> >> >> >> >> 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 >> >> >> >> >> >> >> >> >> >> >> > > > > > 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! 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