If you are talking about the Cash S&P500 Index which is calculated by the CBOE, there is no volume provided on that symbol by the exchange.
-----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Alan Northam Sent: Friday, October 23, 2009 12:57 PM To: [email protected] Subject: Re: [amibroker] Re: Quotes_Plus Volume Work Around? Mark: Point well taken. Thanks. I hadn't thought of that. Would still like to make this work if for noting else to learn how to do it. What I need is to be able to add volume to my S&P500 Index chart since my data provider (Quotes-Plus.com) doesn't provide it. Alan, Mark Hike wrote: > > > Not sure how you would use the volume data, but I would say that you > can not use it for backtesting more than a few months back. That's > because the components of the index keep changing and you would need > to account for the survivorship bias. > > On Fri, Oct 23, 2009 at 3:24 PM, Alan Northam <[email protected] > <mailto:[email protected]>> wrote: > > > > To create a scan that will sum up all the volume data for all > stocks in > the S&P500 Index I have created this afl file: > > Buy = 0; > Sell = 0; > AddToComposite(Volume,"~sp500volume","Volume", flags = 1); > > I have also created a small symbol list (symlist) made up of 9 stock > symbols and saved it as one of the Watch Lists. > > I have also created the following Indicator: > > _SECTION_BEGIN("sp500volume"); > vol = Foreign("~sp500volume", "volume", 1); > > Plot(Vol, "SP500Volume", colorBlack, 2); > _SECTION_END(); > > When I do a Scan in Automatic Analysis I click on "use filter" in the > "Apply to" area and define the filter as my my small symbol list > (symlist). In the "Range" area I click on "all quotations". I then > run the Scan and nothing happens. If instead of using my symlist I > click on "all symbols" in the "Apply to" area the scan runs for > several > minutes and I see the volume bars update on my stock chart at the > end of > the scan. So everything is working except for being able to run the > scan on a selected list of stocks. Once I get this to run on a small > list of stocks I will then use a stock list of 500 stocks that > make up > the S&P500 Index. Anyone have any suggestions to get this to run on a > select list of stocks instead of all the stocks in my database? > > Regards, > Alan > > > > Alan wrote: > > > > > > > > > > Ara: > > > > Thanks for the instruction. I am trying to find the SP500 list. > Does > > Quotes-Plus provide the list or did you have to make it? > > > > Alan, > > > > --- In [email protected] > <mailto:amibroker%40yahoogroups.com> > <mailto:amibroker%40yahoogroups.com > <mailto:amibroker%2540yahoogroups.com>>, > > "Ara Kaloustian" <a...@...> wrote: > > > > > > Alan, > > > > > > I am doing what you are suggesting to derive volume data for > SP500. > > My code > > > is not very usefull to you as it is part of other similar code and > > > configurations. > > > > > > Simply use AddToComposite function and scan the SP500 list. > Then use > > > Foreign() function to access the data. > > > > > > Ara > > > ----- Original Message ----- > > > From: "Alan" <a...@...> > > > To: <[email protected] > <mailto:amibroker%40yahoogroups.com> > <mailto:amibroker%40yahoogroups.com > <mailto:amibroker%2540yahoogroups.com>>> > > > Sent: Friday, October 23, 2009 2:21 AM > > > Subject: [amibroker] Quotes_Plus Volume Work Around? > > > > > > > > > > Quotes-Plus provides volume data with some of its indexes > (for example > > > > the Dow Jones Industrial Average) while at the same time > does not > > > > provide volume data for some of the other indexes (for > example the > > > > S&P500 Index). What I want to know does anyone have a > suggestion for a > > > > work around? One way I thought of was to write an indicator that > > > > collects the volume data for all 500 stocks in the index and > plotting > > > > the result. Is there a better way? Also has anyone already > done this > > > > and would like to share their code? > > > > > > > > Alan, > > > > > > > > > > > > > > > > ------------------------------------ > > > > > > > > **** 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 <http://amibroker.com> > > > > > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > > > http://www.amibroker.com/feedback/ > <http://www.amibroker.com/feedback/> > > <http://www.amibroker.com/feedback/ > <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/ > <http://www.amibroker.com/devlog/> > <http://www.amibroker.com/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
