calculate composites for tickers in list files.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    Calculate composites for tickers in list files
//  Author/Uploader: Mark H. 
//  E-mail:          
//  Date/Time Added: 2006-09-15 23:46:12
//  Origin:          
//  Keywords:        Composite AddToComposite File JScript List
//  Level:           semi-advanced
//  Flags:           exploration,function
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=709
//  Details URL:     http://www.amibroker.com/library/detail.php?id=709
//
//------------------------------------------------------------------------------
//
//  Notes:
//
//  1. All list files are in folder C:\Program Files\AmiBroker\MyLists and have
//  file name as ListName.tls.
//
//  2. The composite results use ticker ~Comp~ListName.
//
//  3. The AFL formula is C:\Program
//  Files\AmiBroker\Formulas\Custom\ListComp.afl
//
//  4. Save the following text in a JScript file named ListsComp.js
//
//  5. Run by double click the JScript file
//
//  //========== Start JScript ListsComp.js ==========
//
//  listFolder = "C:\\Program Files\\AmiBroker\\MyLists";
//
//  compAFL = "C:\\Program Files\\AmiBroker\\Formulas\\Custom\\ListComp.afl";
//
//  WorkingWatchlist = 40;
//
//  CompWatchlist = 41;
//
//  AB = new ActiveXObject("Broker.Application");
//
//  AA = AB.Analysis;
//
//  WScript.Echo("Now open folder " + listFolder + " to read lists.");
//
//  fs = new ActiveXObject("Scripting.FileSystemObject");
//
//  f = fs.GetFolder(listFolder);
//
//  for (fc = new Enumerator(f.files); !fc.atEnd(); fc.moveNext())
//
//  {
//
//  fullname = fc.item(); name = fc.item().name;
//
//  listname = name.substring(0,name.indexOf(".tls"));
//
//  WScript.Echo("Now calculate composite for list: " + listname); // remove
//  this line to stop prompts
//
//  values = AB.Stocks("~VALUES"); // use a bogus stock to pass filename and
//  listname to AFL
//
//  values.fullname = fullname;
//
//  values.alias = listname;
//
//  AA.ClearFilters();
//
//  AA.RangeMode = 1; // n last quotes
//
//  AA.RangeN = 1;
//
//  AA.ApplyTo = 1; // current stock
//
//  if(AA.LoadFormula( compAFL))
//
//  {
//
//  AA.Explore();
//
//  AA.ApplyTo = 2; // use filter
//
//  AA.Filter(0, "watchlist") = WorkingWatchlist; // apply to this watchlist
//
//  AA.Scan();
//
//  }
//
//  }
//
//  WScript.Echo("Calculation for all composites completed.");
//
//  //=============== End of JScript ================
//
//------------------------------------------------------------------------------

WorkingWatchlist = 40;  // the watchlist for calculating composite, re-use every time
CompWatchlist = 41;     // the watchlist to store composite results
AAAction = Status("action");
if(AAAction == actionScan)
{
	buy = 0;
	compname = StaticVarGetText("COMPNAME");
	AddToComposite(C, compname, "X");    // add more composite calculations here
}
else if(AAAction == actionExplore)
{
	filter = 0;
	ab = CreateObject("Broker.Application");
	values = ab.Stocks("~VALUES");  // get the filename and listname from the bogus stock
	filename = values.FullName;
	listname = values.Alias;
	compname = "~Comp~"+listname;   // generate composite name
	StaticVarSetText("COMPNAME", compname);  // store the composite name so that Scan can use it
	AddToComposite(0, compname, "X", atcFlagCompositeGroup + atcFlagEnableInExplore);
	CategoryAddSymbol( compname, categoryWatchlist, CompWatchlist);
	// remove all tickers from the working watchlist
	list = CategoryGetSymbols( categoryWatchlist, WorkingWatchlist );	
	for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
	{
		CategoryRemoveSymbol(sym, categoryWatchlist, WorkingWatchlist);
	}
	_TRACE("FileName=" + filename + " ListName=" + listname );	
	// add tickers to the working watchlist from file
	fh = fopen(filename, "r");
	while( ! feof( fh ) ) 
	{
		sym = fgets( fh ); 
		sym = StrReplace(sym, "\n", ""); 
		sym = StrReplace(sym, "\r", "");
		if(StrLen(sym) > 0)
		{ 
			CategoryAddSymbol( sym , categoryWatchlist, WorkingWatchlist);
			_TRACE("Adding to watchlist: " + sym);
		}
	}
	AddColumn( Close, "Close", 1.2 ); // useless but required by Explore
}