AW: [amibroker] Why is my AA result and watchlist different after Explore?

[Markus Hoffmann]

Hi Dingo,
 
with the code which I posted, a symbol should be added to the watchlist
EXACTLY when the Filter criteria is fulfilled (only if Filter == True then a
symbol is added to AAs result list!). 
LastValue(Cum(Filter)) is exactly testing for Filter == True (means at least
for one bar the Filter array is set to True => criteria met). From my
understanding
Watchlist and AA should be same, but they are not ...
 
CategoryRemoveSymbol works fine, but I also tested with an empty watchlist
and got the same problem.
 
Regards,
Markus

  _____  

Von: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Im Auftrag
von dingo
Gesendet: Sonntag, 3. Juni 2007 22:27
An: amibroker@yahoogroups.com
Betreff: RE: [amibroker] Why is my AA result and watchlist different after
Explore?




Ok then, 
 
To be on the AA result list all it has to do is pass the filter test but
you're using another test (lastvalue(cum(filter  to add to the watchlist.  
 
Try making them the exact same.  Seems to me that's where the diff is..
 
Also make sure the 
CategoryRemoveSymbol("", categoryWatchlist, DestinationWatchlist);  is
working as expected.
 
d


  _____  

From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Markus Hoffmann
Sent: Sunday, June 03, 2007 4:21 PM
To: amibroker@yahoogroups.com
Subject: AW: [amibroker] Why is my AA result and watchlist different after
Explore?


I think my problem is not related to the for-loop. In the meanwhile I
replaxed it by:
 
 
Filter = (AveTurnover > LowerTurnoverLimit) AND (AveClose >
LowerStockPriceLimit);
if(LastValue(Cum(Filter)))
{
CategoryAddSymbol( "", categoryWatchlist, DestinationWatchlist );
}
 
The effect is still the same, the watchlist contains more symbols than AA
result list.
 

  _____  

Von: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Im Auftrag
von dingo
Gesendet: Sonntag, 3. Juni 2007 22:16
An: amibroker@yahoogroups.com
Betreff: RE: [amibroker] Why is my AA result and watchlist different after
Explore?





The question you should be asking yourself is "why did I choose to use a
'for loop'" ..
 
d


  _____  

From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Markus Hoffmann
Sent: Sunday, June 03, 2007 2:29 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Why is my AA result and watchlist different after
Explore?


Hi all,
 
I have some strange behaviour with the Explore function and could not yet
find out
the reason, maybe somebody has an idea?
 
I want to run an exploration over a symbol list (I did it with S&P500 and
Prime All Share),
and the filtered symbols should be stored in a watchlist. In the AA I
specified for "Range"
to check the "n last quotes" with n=1, therefore AA result is max. 1 hit per
symbol. The
interesting thing is that the results which are listed in the AA dialog and
the contents of
my watchlist is different, my resulting watchlist has always some more
symbols included
than the AA result list (which is correct, and the additional watchlist
symbols do in fact not
fulfill the filter criteria of LowerStockPriceLimit). I used the code below:
 
--- cut here ---

// filter rule: 
// position size must not be larger than 3% of the average trade volume
// within the last 5 days and average stock price must be larger than 1$
// example:
// portfolio equity = 100000$
// position size = 5% => 0.05 * 100000$ = 5000$
// minimum trade volume = 5000$ / 0.03 = 166667$

PositionSize = 5000;
PositionSizeToTurnoverRatio = 0.03;
LowerStockPriceLimit = 100;

// set here the watchlist number to store the results
DestinationWatchlist = 1;

// remove symbol from watchlist (clean up from previous run)
CategoryRemoveSymbol("", categoryWatchlist, DestinationWatchlist);

 
LowerTurnoverLimit = PositionSize / PositionSizeToTurnoverRatio ;
 
AveVolume = MA(Volume, 5);
AveClose = MA(Close, 5);
AveTurnover = AveVolume * AveClose;
 
Filter = (AveTurnover > LowerTurnoverLimit) AND (AveClose >
LowerStockPriceLimit);
 
AddColumn(Close, "Close");
AddColumn(Volume, "Volume");
AddColumn(AveVolume, "Ø Volume");
AddColumn(AveTurnover, "Ø Turnover");
 
for(i=0; i<BarCount;i++)
{
  if(Filter[i] == True)
// if((AveTurnover[i] > LowerTurnoverLimit) AND (AveClose[i] >
LowerStockPriceLimit))
  {
    CategoryAddSymbol( "", categoryWatchlist, DestinationWatchlist );
  }
}
--- cut here ---
 
I tried both if-statements to check if the criteria to add the symbol to
watchlist is ok, both
show the same effect. No idea if maybe my code is wrong or AB behaviour is
wrong ...
 
Thanks in advance for your help and best regards,
Markus