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
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>
> For other
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>
>
>
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>
>
>
>
>
>
>
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>
>
>
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