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Hello Jayson,
please allow a moment to digest.
Just got back and haven´t yet had a chance to look
at it in more detail.
Also thanks to y´all contributing as well to this
topic.
TTYL
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=jcasavant@xxxxxxxxxxxx
href="">Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 21, 2003 5:54
AM
Subject: RE: [amibroker] Creating IM200
indices
<SPAN
class=139353403-21042003>Markus,
<SPAN
class=139353403-21042003>
<SPAN
class=139353403-21042003>Yup...... Addtocomposite. ........<FONT
color=#0000ff><FONT
color=#282828>
<FONT
color=#0000ff><FONT
color=#282828 size=2>
sym="~"+<FONT
size=2>SectorID(1<FONT
size=2>);// this does sectors for industry groups use
industryid(0)<FONT
face=Arial>
AddToComposite(<FONT
color=#000000>C,sym ,<FONT
color=#ff00ff>"C"); <FONT
color=#282828>
AddToComposite(<FONT
color=#000000>V<FONT
face=Arial>/1000,sym,"V");<SPAN
class=139353403-21042003>//if you want vol<FONT
face=Arial>
AddToComposite(1,sym,"O"); <SPAN
class=139353403-21042003>://counts the number of
stocks in each group
<SPAN
class=139353403-21042003>
when you plot the data
you may wish to smooth the data by dividing c/o. This has the effect of
minimizing the damage any data holes may cause in your calculations. the first
line creates a separate composite for each group, stores the closing price to
"C" , the Volume to "V" and counts the group in "O". Scan your universes
in AA with n last days n=1.
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Sunday, April 20, 2003 6:05
PMTo: Amibroker (Yahoo-Forum)Subject: [amibroker]
Creating IM200 indices
Hello,
one of HGS/QP2 weaknesses lies in the fact that
the IM200 indices are only updated once weekly.
Thus, I´ve always wanted to create those 200
indices within AB to be able to track group performance on a DAILY
basis.
Has anyone an idea how to do it? I´d like to have
the ability to exclude certain stocks of my choice by aid of a
filter.
Many thanks for any kinda input!
Cheers
MarkusSend BUG REPORTS
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