Hello All, I have been following this post with interest. Thank you to everyone for the contribution. I have a question related to this subject. What is the simplest way to count how many days/bars the RSI(2) signal stays below/above certain level? For instance - count bars IF (RSI(2) < 5). Do I need to use looping code or "cum" may do the job?
Regards Richard --- In [email protected], "NW Trader" <ta4cha...@...> wrote: > > Hi all > > Below (and attached) is another way to address the issue. While it may run > much faster on longer watchlists, it does suffer from one problem that I > haven't figured out how to address -- the total number of issues with RSI(2) > over 90 is at the top of the column, however I haven't figured out how to > export that total to use in creating a chart to track how the number compares > to other market indices (something I'd like to do, preferably in a chart). > If anyone else out there has solved this, I'd be grateful for some direction > or code as I have several other instances of list totals that I'd like to > chart. > > Thanks in advance for any solution. > > Peace and Justice --- Patrick > > //=============================================================================== > // Find the total number of issues with RSI(2) over 90 > // Run in Exploration against a watchlist (or industry, group, etc) to > generate the total number of issues with RSI(2) over 90 > // Runs on ver 5.2 or higher and also generates a column with the > RSI(2) value sorted from high to low > > RSI2_90 = RSI(2) > 90; > > Filter = 1; > > ADDCOLUMN( C, "LAST", 3.2, COLORYELLOW,COLORBLUE, 75) ; > ADDCOLUMN( RSI2_90 , "RSI(2) > 90" , 1.0 , COLORWHITE,COLORGREEN , 75); > ADDCOLUMN( RSI(2) , "RSI(2) " , 3.2, COLORDARKGREEN, COLORLIGHTGREY, 100 ); > > ADDSUMMARYROWS( 1, 1.0 , 4 ); > SETSORTCOLUMNS( -4, -5 ) ; > > > > > ----- Original Message ----- > From: bistrader > To: [email protected] > Sent: Friday, January 08, 2010 10:48 AM > Subject: [amibroker] Re: RSI(2) and AddToComposite > > > I believe you could also start with something like the following, with your > rsi code added, and do via regular bactest, plot or whatever. > > function CountWatchList( listnum ) > { > // retrive comma-separated list of symbols in watch list > list = CategoryGetSymbols( categoryWatchlist, listnum ); > > Count = 0; // just in case there are no watch list members > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ ) > { > Count = Count + 1; > } > return Count; > } > > Count = CountWatchList(10); > //Filter = 1; > //AddColumn(Count, "Count", 5.3); > //Plot or whatever here > > > > --- In [email protected], "woodshedder_blogspot" > <woodshedder_blogspot@> wrote: > > > > Wern, I think this will work for you. You'll need to use the scan > feature. It is also going to compute a universe count for you as well. You > can of course tweak the universe parameters any way you like. > > > > Regards, > > Wood > > > > Buy = Sell = 0; > > Universe = 0; > > RSI2Count = 0; > > AV10=MA(V,10); > > RSI2=RSI(2); > > > > // Scan and Count Universe > > for (i=1; i<BarCount; i++) > > { > > if (C[i]>1 AND AV10[i]>100000) > > Universe[i] = Universe[i] + 1; > > } > > AddToComposite (Universe, "~Universe", "X"); > > Plot ( Foreign("~Universe", "X"), "Universe",6,1); > > > > // Scan and Count RSI2 > 90 > > for (i=1; i<BarCount; i++) > > { > > if (C[i]>1 AND AV10[i]>100000 AND RSI2>90) > > RSI2Count[i] = RSI2Count[i] + 1; > > } > > AddToComposite (RSI2Count, "~RSI2Count", "X"); > > Plot ( Foreign("~RSI2Count", "X"), "RSI2Count",6,1); > > > > --- In [email protected], "wernkra" <WKRAG@> wrote: > > > > > > Hi there, > > > > > > is there a way to count the number of stocks which are at a certain > RSI(2) threshold? > > > I'd like to plot the number of stocks with RSI(2) > 90. > > > > > > I guess that could be done with AddtoComposite. > > > > > > How would I do that? > > > > > > Thanks. > > > > > > Wern > > > > > > > > > > ------------------------------------ > > **** 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 >
