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
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>
> To get support from AmiBroker please send an e-mail
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>
> For other
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>
>
>
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>
>
>
>
>
>
>
>
>
>
>
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