Steve: It is obviously easy to get price and vol info (and all indicators which derive from those) for all ETFs.
But I believe that composite pricing but more important other stats (such as number of advancers/decliners, advancing/declining volume, etc) might (speculation) offer additional insights into strength of the various ETFs; also, I speculate that changes to some of these composite type indicators might be leading somewhat to changes in trend and/or Rel Strength. In the end, it may all be worthless. Even taking the popular iShares, and SPDRs, you exceed the 64 watchlist limit. Even opening a brand new database just for this will not be practical again because of the 64 WL limit Thus, Fred's original comment was that you can have the so-called results of an unlimited number of watchlists by using this clear/load/calulate/save ATC/loop kind of an approach, which is what I am struggling to get off the ground. There is a web site which actually does this...but you just see the charts and can not do anything with your own calculations (but at least is shos that some folks see merit in the approach): http://etfinvestmentoutlook.com/ Any reactions? Ken -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Steve Dugas Sent: Friday, September 15, 2006 11:21 AM To: [email protected] Subject: Re: [amibroker] Loading Symbols via AFL--was: I need a little help with an ATC 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! 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 > > > > > > > > > > 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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