Hi Ken - I sent you a reply yesterday but it never came through, lets see if this one makes it...
Steve ----- Original Message ----- From: "Steve Dugas" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, September 15, 2006 3:33 PM Subject: Re: [amibroker] Loading Symbols via AFL--was: I need a little help with an ATC > Hi Ken - That's what I thought it might be. > ( mainly because I couldn't think of anything else 8 - ) > > Well, it sounds like a legitimate thing to explore. Once you get the > composites created, you could replicate pretty much any broad market > indicator for a given ETF. I tried this for a while using industries > instead of ETF's, but I gave it up after a while because it seemed that my > indicators were more choppy and less reliable than the broad market ones. > At the time, I attributed this to the smaller number of components, but I > can't say for sure. Let us know how it turns out! > > My only other thought might me that, since you are trying a new approach, > what if you started with a few ETF's and see if results look promising? > Maybe something like Energy, Utilities, and a few in between. If results > show some promise, then you could add the rest... > > Steve > > ----- Original Message ----- > From: "Ken Close" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, September 15, 2006 2:23 PM > Subject: RE: [amibroker] Loading Symbols via AFL--was: I need a little > help with an ATC > > >> 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! 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