|
PureBytes Links
Trading Reference Links
|
Hello,
It is easy, run an exploration with average volume:
Filter = BarIndex() == BarCount - 1;
AddColumn( MA( V, 100 ), "Avg volume" );
Then click on "Avg. volume" output column to sort it.
Then select top N (say top 100) from the list and
click with right mouse button over the list and
choose "Add selected results to watch list".
>From then on top-100 stocks will be on watch list of your
choice and you will be able to backtest them.
You can also do this directly from backtest formula
(without need to run exploration).
Just use
PositionScore = MA( V, 100 );
and backtester will automatically prefer stocks with higher average volume.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "rangaroopa2000" <rangaroopa2000@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 14, 2004 10:46 AM
Subject: [amibroker] Re: Top 100 Backtest
>
>
> Hi Ron,
>
> Thanks for replying.
>
> It's difficult if not impossible to find a list of the top 100 stocks
> over the past 5 years or so and I think using turnover would be good
> anyway.
>
> I suppose I could go through each month and export the turnover and
> pick out the top 100 and create a chart of the results. I just thought
> there maybe an easy way with all the fantastic functions AB has now!
>
> BTW sorry about the double post.
>
> Regards
>
> --- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx> wrote:
>> There was some coding done here on this board very recently In
> (November??) regarding Float turnover.
>>
>> Steve Woods wrote a book about Float turnover as well.
>>
>> One of the posters (Herman ) on this board was involved in
> developing the recently developed code, and I think (but am not sure)
> that someone also developed a way to retrieve the float amounts from
> Yahoo. Hope this helps. Ron D
>>
>> ----- Original Message -----
>> From: rangaroopa2000
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Monday, December 13, 2004 8:10 PM
>> Subject: [amibroker] Top 100 Backtest
>>
>>
>>
>>
>>
>> Hi,
>>
>> I would like to trade top 100 stocks and to backtest these stocks
>> with a MONTHLY timeframe using turnover.
>>
>> Is there an easy way to find these please per month.
>>
>> Regards Rangaroopa
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> Check AmiBroker web page at:
>> http://www.amibroker.com/
>>
>> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>>
>> ---
>> Outgoing mail is certified Virus Free.
>> Checked by AVG anti-virus system (http://www.grisoft.com).
>> Version: 6.0.809 / Virus Database: 551 - Release Date: 12/10/2004
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|