correct. i do dont have spp and i get all the indexes. infact i spoke to qp2 and they confirmed it. --- In [email protected], "Steve Dugas" <[EMAIL PROTECTED]> wrote: > > Hi Guys - I don't believe you need SPP to get the industry groups - I don't get SPP but I still have all the !IDxxx industries... > > Steve > ----- Original Message ----- > From: Don Lindberg > To: [email protected] > Sent: Monday, August 06, 2007 11:33 AM > Subject: RE: [AmiBroker] Quotes Plus Industry groups - RE: GROUP ROTATIONS > > > Joe, > > Since I have SPP, that may be why I see the !IDNNN groups. I was not aware that was only a function of SPP. Thanks for the heads up. > > > > Donald F Lindberg > > > -------------------------------------------------------------------- ---------- > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Joe Landry > Sent: Monday, August 06, 2007 4:00 AM > To: [email protected] > Subject: Re: [AmiBroker] Quotes Plus Industry groups - RE: GROUP ROTATIONS > > > > Thanks Don. I'll fire it up and see how it could apply to what I'm doing. > > > > I'd prefer to have what Bruce Robinson talked about at the AB Conf in Feb; that is the granularity of having 38-42 "groups". Quotes Plus has talked about supplying the QP users the data organized around the Hemscott industry groups. Seems that change would ripple through the > > product including his relationship with High Growth Systems, and Greg's probably busy with QPFeed that was to launched in July. > > > > BTW another member was asking about seeing the !IDNNN groups in AB and I think that requires the SPP subscription in Quotes Plus for the 150 industry monitor groups as it's called. > > > > Best regards > Joe > > > > > > ----- Original Message ----- > > From: Don Lindberg > > To: [email protected] > > Sent: Sunday, August 05, 2007 2:03 PM > > Subject: RE: [AmiBroker] Quotes Plus Industry groups - RE: GROUP ROTATIONS > > > > Joe, > > I have created a watch list of the !ID001 thru !ID0150. I then use a Ranking AFL against the watch list each weekend after the new indexes have been downloaded. This ranks the indexes, I then take a closer look at the stocks within the top 5 Industries. I have included the AFL below for you to look at. > > --------------------------------Begin Code---------------------- ------------ > > /* > > Simple Sector Rotation Model > > [EMAIL PROTECTED] > > This is a simple method for determining the strongest sectors at any given time. Use daily > > mode for intermediate term, and weekly for longer term. The basis of it is Daryl Guppy's > > Multiple Moving Averages (MMA) plot. Here, I separate the moving averages into short term > > and long term averages, and give a point for each moving average above all the long term averages. > > I do this for every symbol in the watch list except the index being scanned, then I generally > > sort the results based on the RS reading. To use this, you need to create a watch list of > > symbols, and set WatchlistNum appropriately. Also, you want to define a filter so that you only > > scan this watchlist. > > This is intended only for sector rotation, and probably would not be terribly useful as a trading > > system in and of itself. I use TC2000's MG* sector indexes personally. > > */ > > WL=Param("Watch List #",2,0,100,1); //Here is where I set the watch list I am ranking. This must also be choosen in AA filter. > > EnableRotationalTrading(); > > SetOption("WorstRankHeld", 5); > > PositionSize = -100; > > PositionScore = 0; > > WatchlistNum = WL;// Choose the Watch List to Rank > > Filter=1; > > NumColumns=0; > > function CalculatePosition(st, Lt1, Lt2, Lt3, Lt4, Lt5, Lt6) > > { > > score=0; > > if(st > Lt1) score++; > > if(st > Lt2) score++; > > if(st > Lt3) score++; > > if(st > Lt4) score++; > > if(st > Lt5) score++; > > if(st > Lt6) score++; > > return score; > > } > > // walk through the watchlist grabbing all the symbols to calculate RS vs ourself. > > List = CategoryGetSymbols(categoryWatchlist, WatchlistNum); > > for(i=0; (sym = StrExtract(List, i)) != "";i++) > > { > > if(sym != Name()) > > { > > f = RelStrength(sym); > > st3 = EMA(f, 3); > > st5 = EMA(f, 5); > > st8 = EMA(f, 8); > > st12 = EMA(f, 12); > > st15 = EMA(f, 15); > > Lt30 = EMA(f, 30); > > Lt35 = EMA(f, 35); > > Lt40 = EMA(f, 40); > > Lt45 = EMA(f, 45); > > Lt50 = EMA(f, 50); > > Lt60 = EMA(f, 60); > > z=BarCount - 1; > > // uncomment the following if you want to do some backtesting or if you like waiting around > > // a long time for the exploration to complete > > //for(z=0;z < BarCount;z++) > > { > > PositionScore[z] = PositionScore[z] + CalculatePosition(st3[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50 [z], Lt60[z]); > > PositionScore[z] = PositionScore[z] + CalculatePosition(st5[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50 [z], Lt60[z]); > > PositionScore[z] = PositionScore[z] + CalculatePosition(st8[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50 [z], Lt60[z]); > > PositionScore[z] = PositionScore[z] + CalculatePosition(st12[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50 [z], Lt60[z]); > > PositionScore[z] = PositionScore[z] + CalculatePosition(st15[z], Lt30[z], Lt35[z], Lt40[z], Lt45[z], Lt50 [z], Lt60[z]); > > } > > } > > } > > IY=Foreign("!TYX", "Close"); > > EPS=GetFnData("EPS"); > > VVValue=(100*(EPS/IY)); > > AddTextColumn(FullName(), "Name",1.0,colorBlack,colorWhite,200); > > AddColumn(Close,"Close",1.2); > > AddColumn(VVValue,"Intrinsic Value", 1.2, colorBlack,colorLightYellow, 100); > > AddColumn(PositionScore[BarCount - 1], "Rank Score"); > > AddTextColumn( IndustryID( 1 ), " Industry name" ); > > AddTextColumn( SectorID( 1 ), " Sector name" ); > > SetSortColumns(-6,-5); > > ----------------------------------End Code --------------------- ----------------- > > Donald F Lindberg > > > -------------------------------------------------------------------- -------- > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Joe Landry > Sent: Sunday, August 05, 2007 3:38 AM > To: [email protected] > Subject: Re: [AmiBroker] Quotes Plus Industry groups - RE: GROUP ROTATIONS > > Don, I don't understand exactly what you mean. I know QP updates the !ID001 thru !ID0150 > > on a weekly basis. How do you use this to determine group rotation? Relative strength of each > > index !ID001 or is there another function that I'm overlooking. > > Regards > > Joe > > ----- Original Message ----- > > From: Don Lindberg > > To: [email protected] > > Sent: Saturday, August 04, 2007 8:43 PM > > Subject: RE: [AmiBroker] Quotes Plus Industry groups > > Allan, > > QP will automatically assign sectors and industries as well as showing all the members of all of the groups. In addition each Saturday QP downloads the group rotations, which I find very useful. As far as setting up ATC, since I don't know what you were doing I can't help you on changing it. Little more info, and we'll see what we can do. > > Don Lindberg > > > -------------------------------------------------------------------- ------ > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of matrix10014 > Sent: Saturday, August 04, 2007 6:31 PM > To: [email protected] > Subject: [amibroker] Quotes Plus Industry groups > > Hi all, > I am giving Amibroker another shot after having difficulties setting > up my database in a sector/group/stock format...This time around,I > plan on keeping it much simpler.. > > If i am not mistaken Quotes Plus has decreased the number of industry > groups fromm 200 to 150 since the last time I ran ATC and Ami.In my > group 253,I have apx 200 groups.What should I do to set up the group > structure in Ami to mirror the 150 group structure in Quotes Plus?? > > Any and all help appreciated > > Allan >
