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]ps.com
[mailto:[EMAIL PROTECTED]ps.com]
On Behalf
Of Joe Landry
Sent: Friday, September 15, 2006 6:56 AM
To:
[EMAIL PROTECTED]ps.com
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]net>
To:
<[EMAIL PROTECTED]ps.com>
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!
Groups Links
