I would like to run a scan to create composites and then run explore....how is this accomplished with OLE ?
Anthony ----- Original Message ----- From: Tomasz Janeczko To: [email protected] Sent: Tuesday, June 09, 2009 2:11 PM Subject: Re: [amibroker] Re: Code needed to always include a certain ticker in Explore ??? OLE interface allows that already http://www.amibroker.com/guide/objects.html Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "gmorlosky" <[email protected]> To: <[email protected]> Sent: Tuesday, June 09, 2009 7:16 PM Subject: [amibroker] Re: Code needed to always include a certain ticker in Explore ??? > I'd also like to see something allowing the interaction with the "Apply To" include / exclude, which will really shorten the > processing time over filtering... > > > --- In [email protected], dingo <waledi...@...> wrote: >> >> Your RunNext() suggestion is a great idea! I also think that would be >> something TJ should add ASAP. >> >> d >> >> On Tue, Jun 9, 2009 at 8:21 AM, bruce1r <bru...@...> wrote: >> >> > Graham / Mike - >> > >> > I'd like to briefly offer a couple of suggestions about your comments >> > regarding watchlists. But, first the bottom line. Adding the symbol to >> > your watchlists in a two step (preferrably automated process) is the >> > best way to save yourself some grief. There are several different ways >> > to do this. >> > >> > Mike - you were moving toward something I've used for a while but have >> > never shown because of the special cases. I'd call it dynamic >> > watchlsits. There is an easier way, though. You were modifying the >> > watchlist as it was being processed. The easiest way to do this is >> > simply detect the watchlist that is used in the filter and use >> > CategoryWatchlist(). Because the entries are cached, the change is >> > reflected in the AA Filter loop. BUT, the issue is this. The Filter >> > loop processes issues in alpha order. SO, the one(s) that you add need >> > to be after stocknum 0 in the collating sequence. I have used the >> > technique in the past for app's that need to process dynamic watchlists. >> > Now, I just use a two step process, as it is more straightforward. But >> > since you went down that path, here's some test code to show the >> > technique - >> > >> > OAB = CreateObject( "Broker.Application" ); >> > OAA = OAB.Analysis; >> > incwl = OAA.Filter( 0, "watchlist" ); >> > ; The symbol added must be after the first symbol in alpha order >> > CategoryAddSymbol( "SPY", categoryWatchlist, incwl ); >> > Filter = Status( "lastbarinrange" ); >> > AddColumn( C, "C", 8.2 ); >> > >> > Graham - I totally agree with your conclusion about keeping it simple. >> > I think that the issue with your second suggestion about using a sector >> > or industry is that the long-known issue with the Filter interface is >> > the lack of an "OR" operation. If I understand what you were suggesting >> > correctly, you'll find that multiple selections on the Include tab are >> > an "AND" operation. The Exclude tab effectively implements an "AND NOT" >> > operation. A simple "OR" interface has been long needed. >> > >> > P.S. This usage pattern of running a two step (AFL) job is so common, >> > that I'd really like to see Tomasz add a RunNext() command for newer >> > users that would execute a subsequent AFL after the current one >> > completes. >> > >> > -- BruceR >> > >> > >> > >> > --- In [email protected], Graham <kavemanperth@> wrote: >> > > >> > > The simplest way is to just add the index symbol to your watchlist. >> > > You will just tie yourself up into knots otherwise >> > > If you use this watchlist for other items like trade system then just >> > > include a condition eg. Buy = BuyConditions AND Name() != "^GSPC"; >> > > >> > > Another simple method would be to have the index symbol in its own >> > > group, eg an unused sector/industry. Then in exploring your watchlist >> > > you can add this sector to your analysis window filter. >> > > >> > > -- >> > > Cheers >> > > Graham Kav >> > > AFL Writing Service >> > > http://www.aflwriting.com >> > > >> > > >> > > >> > > 2009/6/9 Mike sfclimbers@: >> > > > You can cheat, explicitly doing what you are not supposed to do, by >> > writing code to use the OLE interface to add your symbol to the >> > watchlist as it is being iterated through, then use the API to remove >> > your symbol at the end of the exploration. >> > > > >> > > > In my quick try, adding the symbol seemed to work e.g. assuming >> > symbol AA and watchlist #2, add to watchlist on processing of first >> > symbol. >> > > > >> > > > EnableScript("jscript"); >> > > > >> > > > if ( Status( "stocknum" ) == 0 ) >> > > > { >> > > > <% >> > > > AB = new ActiveXObject("Broker.Application"); >> > > > Stocks = AB.Stocks; >> > > > Symbol = Stocks.Item("AA"); >> > > > Symbol.WatchListBits |= 1 << 2; >> > > > %> >> > > > } >> > > > >> > > > I used JScript because AFL did not seem to natively support the << >> > operator used in the example found in the user guide >> > > > >> > > > http://www.amibroker.com/guide/objects.html >> > > > >> > > > Trying to remove it afterwards was not quite working in my quick >> > test. >> > > > >> > > > Seems like a lot of fuss. What about writing a script to drive the >> > OLE interface to include the symbol in all the watchlists that you want >> > before running your exploration. Then run your explorations. Then run a >> > cleaning script to remove the symbol from the watchlists after you're >> > done? >> > > > >> > > > Moving the code I provided above to an "add to watchlist" script >> > would probably do the job. Repeat the line Symbol.WatchListBits |= 1 << >> > ??? for each watchlist you want it to appear in. >> > > > >> > > > To remove from the watchlist try something along the lines of: >> > > > >> > > > <% >> > > > AB = new ActiveXObject("Broker.Application"); >> > > > Stocks = AB.Stocks; >> > > > Symbol = Stocks.Item("AA"); >> > > > Symbol.WatchListBits &= ~(1 << 2); >> > > > %> >> > > > >> > > > None of the above is tested. And I have not spent the time to verify >> > its validity or even the wisdom of the approach. But if you're >> > determined to go down this road, it might help. >> > > > >> > > > Mike >> > > > >> > > > --- In [email protected], "gmorlosky" gmorlosky@ wrote: >> > > >> >> > > >> Understood... bummer..we really access to the Apply To: function. >> > > >> >> > > >> --- In [email protected], dingo <waledingo@> wrote: >> > > >> > >> > > >> > I already explained that to you in my msg above. Read it again. >> > > >> > >> > > >> > d >> > > >> > >> > > >> > >> > > >> > On Mon, Jun 8, 2009 at 6:18 PM, gmorlosky <gmorlosky@> wrote: >> > > >> > >> > > >> > > If I do an _TRACE (Tickerlist) the addon ticker is there. >> > > >> > > I don't understand why it shows up in the indicator, but not in >> > an Explore >> > > >> > > ??? >> > > >> > > >> > > >> > > >> > > >> > > >> > > >> > > --- In [email protected], dingo <waledingo@> wrote: >> > > >> > > > >> > > >> > > > by using the filter = 1 you're only going to get the tickers >> > that are in >> > > >> > > the >> > > >> > > > watchlist - AB will only read from that list. >> > > >> > > > >> > > >> > > > Option 1. Use the watchlist and after the last ticker use the >> > foreign on >> > > >> > > a >> > > >> > > > line by its self. I don't know if this will actually work. >> > You'll have >> > > >> > > to >> > > >> > > > figure out a way to detect that the last ticker in the watch >> > list had >> > > >> > > been >> > > >> > > > read by using the "Status" function. >> > > >> > > > >> > > >> > > > Option 2. Process the updated ticker list in a loop like >> > you've done >> > > >> > > > before. When doing this don't use the filter and watchlist - >> > just >> > > >> > > current >> > > >> > > > ticker. >> > > >> > > > >> > > >> > > > d >> > > >> > > > >> > > >> > > > On Mon, Jun 8, 2009 at 5:13 PM, gmorlosky <gmorlosky@> >> > wrote: >> > > >> > > > >> > > >> > > > > My test is simply to set my Filter = 1; (at the bottom of >> > the code to >> > > >> > > > > include all tickers in the output). I get all the watchlist >> > tickers, >> > > >> > > but, >> > > >> > > > > not the additional ^GSPC ticker.... >> > > >> > > > > Tried: >> > > >> > > > > >> > > >> > > > > Tickerlist = Tickerlist + ",^GSPC"; // no results (included >> > comma) >> > > >> > > > > tickerlist=tickerlist AND Foreign("^GSPC","C"); // AND >> > errors >> > > >> > > > > tickerlist=tickerlist + Foreign("^GSPC","C"); // no results >> > > >> > > > > >> > > >> > > > > Any more ideas and what is a skew ? >> > > >> > > > > >> > > >> > > > > >> > > >> > > > > >> > > >> > > > > >> > > >> > > > > >> > > >> > > > > --- In [email protected], "Anthony Faragasso" >> > <ajf1111@> >> > > >> > > wrote: >> > > >> > > > > > >> > > >> > > > > > TRY: >> > > >> > > > > > >> > > >> > > > > > tickerlist=tickerlist and foreign("^GSPC","C"); >> > > >> > > > > > >> > > >> > > > > > >> > > >> > > > > > ----- Original Message ----- >> > > >> > > > > > From: gmorlosky >> > > >> > > > > > To: [email protected] >> > > >> > > > > > Sent: Monday, June 08, 2009 3:40 PM >> > > >> > > > > > Subject: [amibroker] Re: Code needed to always include >> > a certain >> > > >> > > ticker >> > > >> > > > > in Explore ??? >> > > >> > > > > > >> > > >> > > > > > >> > > >> > > > > > >> > > >> > > > > > >> > > >> > > > > > >> > > >> > > > > > I have used Foreign for plotting, but I don't want to >> > manually add >> > > >> > > it >> > > >> > > > > for each column. >> > > >> > > > > > I like the idea of an addon to the ticker list. I >> > tried: >> > > >> > > > > > Tickerlist = CategoryGetSymbols( Tickercategory, >> > ListNum );// >> > > >> > > existing >> > > >> > > > > code >> > > >> > > > > > Tickerlist = Tickerlist + "^GSPC"; // new code >> > > >> > > > > > >> > > >> > > > > > but still not picking up on the extra ticker of ^GSPC >> > (S&P500). >> > > >> > > > > > >> > > >> > > > > > Any other ideas on properly concatenating a ticker to a >> > list of >> > > >> > > tickers >> > > >> > > > > ??? >> > > >> > > > > > >> > > >> > > > > > --- In [email protected], "Anthony Faragasso" >> > <ajf1111@> >> > > >> > > > > wrote: >> > > >> > > > > > > >> > > >> > > > > > > you probably do something like: >> > > >> > > > > > > >> > > >> > > > > > > InWatchList( listno ) and "your ticker here"; >> > > >> > > > > > > >> > > >> > > > > > > Anthony >> > > >> > > > > > > ----- Original Message ----- >> > > >> > > > > > > From: gmorlosky >> > > >> > > > > > > To: [email protected] >> > > >> > > > > > > Sent: Monday, June 08, 2009 3:08 PM >> > > >> > > > > > > Subject: [amibroker] Code needed to always include a >> > certain >> > > >> > > ticker >> > > >> > > > > in Explore ??? >> > > >> > > > > > > >> > > >> > > > > > > >> > > >> > > > > > > >> > > >> > > > > > > >> > > >> > > > > > > >> > > >> > > > > > > I would like to have a certain ticker (S&P500) always >> > included as >> > > >> > > one >> > > >> > > > > of the tickers in the Explore. For example, I choose my >> > watchlist that >> > > >> > > has >> > > >> > > > > ETFs only, BUT I want the explore to also have the S&P500 >> > ticker info, >> > > >> > > for >> > > >> > > > > relevance. >> > > >> > > > > > > I want to have the reference in the code, not include >> > the S&P500 >> > > >> > > > > ticker in the watchlist. >> > > >> > > > > > > Thanks. >> > > >> > >> > >> > >> > >> > ------------------------------------ >> > >> > **** IMPORTANT PLEASE READ **** >> > This group is for the discussion between users only. >> > This is *NOT* technical support channel. >> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to >> > SUPPORT {at} amibroker.com >> > >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >> > http://www.amibroker.com/feedback/ >> > (submissions sent via other channels won't be considered) >> > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> > http://www.amibroker.com/devlog/ >> > >> > Yahoo! Groups Links >> > >> > >> > >> > >> > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
