Re: [amibroker] Re: Top 100 Backtest

["mrdavis9" <mrdavis9@xxxxxxxxxx>]

 

ranga, here is the response that I sent to Dennis about the below pasted code for float turnover.

If you follow this thread in November, you will probably find the work that "(I  think)" was done to be able to retrieve the float amounts from the yahoo site. 

I am too busy now to study this right now,  but I would appreciate it if  you would  keep us posted on what you are able to conclude from your studies.  Better yet, hopefully, others will step in and assist you in this endeavor.  Ron D

==========================================

My response>>>>Dennis, this looks very interesting.  I looked at with the DJI and I was able to play around with the volume to create a sort of ROLLING STOCKS indicator that Dick Hoierman is looking for.  Combine this with RSI and stochastics, and maybe it will work fairly well.  Thanks for developing this.  Ron D

----- Original Message -----

From: theoldchartreader

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, November 16, 2004 10:08 PM

Subject: [amibroker] Re: Float Analysis Alerts

Just enter the float number for your stock.
Good luck
Dennis 

float= 358000000;

x[0]=Volume[0]; /*Initialize the first element here*/
for(i = 1; i<BarCount; i++)
{
 
if(x[i]<float)
{ x[i] = x[i-1]+Volume[i];
}
if(x[i]>float)
{
x[i]=0;
}
}
Plot(C,"",4,64);
PlotShapes(IIf(x==0,shapeCircle,shapeNone),5,0,Graph0,-30);
Plot(x,"",colorLightGrey,2|styleOwnScale);
//Plot(float,"",colorWhite);
GraphXSpace=25;
Count1=BarIndex()-ValueWhen(x==0,BarIndex(),1);
Count2=ValueWhen(x==0,BarIndex(),1)-ValueWhen(x==0,BarIndex(),2);
Count3=ValueWhen(x==0,BarIndex(),2)-ValueWhen(x==0,BarIndex(),3);
Title= " Bars Since the last float rollover "+Count1+ " The previous
Rollover took "+Count2+ "\n The average of the last 2 rollovers was "
+(Count2+Count3)/2;

----- Original Message -----

From: rangaroopa2000

To: amibroker@xxxxxxxxxxxxxxx

Sent: Tuesday, December 14, 2004 3:46 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@x...> 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





------------------------ 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/
 

---
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: 12/11/2004

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

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

Yahoo! Groups Sponsor

ADVERTISEMENT

---

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 the Yahoo! Terms of Service.