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Hi Tomasz,
> Of course it is possible to implement it in AFL.
> What is impossible is to write a code for every user on every
request.
I suppose my request looked like it was directed at you but I thought
anyone on the forum could reply. Thanks.
Anyway, I'll give up on the idea unless there is easier way (any
gurus?) because ranking them monthly to find the top *** ONE HUNDRED
ONLY *** would need to:
1. Run this in AA for each month:
TimeFrameSet( inMonthly );
PositionScore = C * V;
TimeFrameRestore();
PositionScore = TimeFrameExpand( PositionScore, inMonthly );
2. Export the results to Excel.
3. Find the turnover for the 100th stock
4. Add the value to a chart (Top100)
5. AA backtester add a filter (C * V) >= foreign(Top100).
Regards Rangaroopa
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Of course it is possible to implement it in AFL.
>
> What is impossible is to write a code for every user on every
request.
>
> As to:
> >> ie: if I run a scan with the timeframe on monthly with C * V and
> > rank
> >> the highest to lowest, I would like the highest 100. Doing this
for
> >> every month for backtesting.
>
> It is easy with time frame functions. It takes 4 lines of code.
>
> TimeFrameSet( inMonthly );
> PositionScore = C * V;
> TimeFrameRestore();
>
> PositionScore = TimeFrameExpand( PositionScore, inMonthly );
>
> Once you feed AmiBroker with correct score for each security, it
will rank
> them for you automatically.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "rangaroopa2000" <rangaroopa2000@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, December 16, 2004 9:29 PM
> Subject: [amibroker] Re: Top 100 Backtest
>
>
> >
> >
> > Hi,
> >
> > I guess this (Top 100) is not possible with the latest functions
in
> > Amibroker then?
> >
> > Regards
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "rangaroopa2000"
> > <rangaroopa2000@xxxx> wrote:
> >>
> >> Hello Tomasz,
> >>
> >> Thankyou for your reply.
> >>
> >> Maybe I wasn't too clear with my words but what you suggest and
> > from
> >> my understanding, I would be able to backtest only the "latest"
top
> >> 100.
> >>
> >> I would like to find the top 100 for each and every month in the
> > past
> >> five years or so. They would vary as would the actual top 100
stock
> >> do.
> >>
> >> ie: if I run a scan with the timeframe on monthly with C * V and
> > rank
> >> the highest to lowest, I would like the highest 100. Doing this
for
> >> every month for backtesting.
> >>
> >> Thanks again.
> >>
> >>
> >>
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > <amibroker@xxxx>
> >> wrote:
> >> > 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@xxxx>
> >> > 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
> >> > >
> >> > >
> >> > >
> >> > >
> >> > >
> >> > >
> >> > >
> >> > >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> >
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