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RE: [amibroker] RUT AddToComposite with TC2000 data



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Joe --
I didn't realize that TC2000 had a R2000 watch list until you sent this
last email.  It is very interesting that TC2000 has only 1979 entries. 
I will try to find out where in Limbo the other 21 companies are and
also the differences between the TC2000 list and the one from Russell.

I just tried your ticker list.  I get a count of 1979 from May 27, 2004
to today.  However smoothly decreasing numbers before that, down to
1611 on 1/3/00 and to 341 on 1/4/1984.

I am beginning to believe this drastic fall off (based mostly on the
numerous responses I received from the amibroker group).  Wow!

Thanks for the help.
-- Keith



Joe Landry wrote:

  
  
  
  Keith - I think I got my first list
from the Russell site, pre July adjustment.  Don't know how good the
TC2000 data supply is in your opinion but I think they're pretty good. 
  
   
  Here's the ticker list of component
stocks from TC2000. In this one there are 1979 and I've counted them 2
different ways in AB, I know the composite it working for the current
date.
   
  JOE 
  <blockquote
 >
    <div
 >-----
Original Message ----- 
    <div
 >From:
    Keith
McCombs 
    <div
 >To:
    <a title="amibroker@xxxxxxxxxxxxxxx"
 href="">amibroker@xxxxxxxxxxxxxxx 
    <div
 >Sent:
Sunday, August 08, 2004 12:24 PM
    <div
 >Subject:
Re: [amibroker] RUT AddToComposite with TC2000 data
    
    
    Joe  --
I find it interesting that we do not get the same count.  What are you
using for a data source, TC2000 or something else?  Also where did you
get your Rut2000 list from?
    
Smitty --
You have a good point regarding name changes, etc.  However, I would
think that more than 80% of the stocks in todays Rut2000 were in
existence, with the same name, only 4 1/2 years ago.  And less than 92%
right now??
    
Anyone --
Any ideas on how I might generate a list of the symbols in my Rut2000
Watch List that were either found or not found on any particular day? 
That might help me understand this weirdness.
    
Thanks for your help.
-- Keith
    
Joe Landry wrote:
    <blockquote cite=""
 type="cite">
      
      
      Keith
      I count my Rut2000 stocks the
same way using the same AFL statement but I get a count of 1895 all the
way back to 1990, a flat line.  
      
      AddToComposite<font
 size="1">(Volume,"~RUTVol"<font
 size="1">,"X"<font
 size="1">);
      AddToComposite<font
 size="1">(1,
      "~RUTcount"<font
 size="1">, "X"<font
 size="1">);
      
      On a first cut I would say it's
survivorship, a conclusion you've probably come to also. The stocks in
the Russell 2000 list today were not in the list in 1984. 
      
JOE     
      <blockquote
 >
        <div
 >-----
Original Message ----- 
        <div
 >From:
        <a title="kmccombs@xxxxxxxxxxxx"
 href="">keithmccombs 
        <div
 >To:
        <a title="amibroker@xxxxxxxxxxxxxxx"
 href="">amibroker@xxxxxxxxxxxxxxx 
        <div
 >Sent:
Sunday, August 08, 2004 12:08 AM
        <div
 >Subject:
[amibroker] RUT AddToComposite with TC2000 data
        
        
        I have been trying to get some composite data on the
Russell 2000 
using TC2000 data.  My code is:
        
// Gets data for 6 week new highs and lows
AddToComposite(IIf(H > HHV(Ref(High,-1),30),1,0),"~RUTNewHighs",
"X");
AddToComposite(IIf(L < LLV(Ref(Low,-1),30),1,0),"~RUTNewLows", "X");
AddToComposite(1,"~RUTCount", "X");
Buy = Close > 100000;
        
When I plot "~RUTCount" vs time, I get values that smoothly increase 
from 335 on 1/4/1984 to 1592 on 1/3/2000 to 1831 on 8/6/2004 (last 
Friday).  I would expect major steps every six months or so, but not 
smoothly increasing like this.  Also, I would expect full 2000 for 
recent data.  I downloaded my list of stocks from Russell on 7/6/2004.
        
Does anyone have any idea what is going on here?
        
        
        
        Check AmiBroker web page at:
        http://www.amibroker.com/
        
Check group FAQ at: <a
 href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
        
        
        
        
        
        Check AmiBroker web page at:
        http://www.amibroker.com/
        
Check group FAQ at: <a
 href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
        
        
        
      
    
    
    
    Check AmiBroker web page at:
    http://www.amibroker.com/
    
Check group FAQ at: <a
 href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
    
    
    
    
    
    
Check AmiBroker web page at:
    http://www.amibroker.com/
    
Check group FAQ at: <a
 href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
    
    
    


  




Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








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