Information or an example?

[ETFVoyageur]

I want to take a user-supplied list of symbols -- say 100 or so of them -- apply my own ranking criteria (based on the data series) -- and provide a list of those same symbols in rank order.

For example, if I have my own relative strength rating, I want to be able to order the user's list by RS.

Can you give me a pointer to where I would find out how to go about doing that? Or perhaps a similar example?

Thanks,
EV

[NinjaTrader_Bertrand]

EV, unfortunately I'm not aware of such an example - you would need to work for example with a MultiSeries script for this task - http://www.ninjatrader.com/support/h...nstruments.htm

[koganam]

Looks like you have to take the multistep approach.

1. Read symbols from a file one at a time
2. For each symbol calculate the RS and append linked results to a temp file
3. Sort the temp file in rank order
4. Write output file

Ugh. Sounds messy.

[ETFVoyageur]

Looks like you have to take the multistep approach.

1. Read symbols from a file one at a time
2. For each symbol calculate the RS and append linked results to a temp file
3. Sort the temp file in rank order
4. Write output file

Ugh. Sounds messy.

I know it does. Just to let you know where I am headed, and what I hope there is at least a little support for is that I would like to automate as much of the following as possible.

• Screen for "interesting" possibilities
• From that general set, rank them
• Only after purchasing something, presumably highly ranked, does the usual "system" -- when to buy and sell a security I ha e already decided on -- come into play.

Backing up one step a time, for now I can work with the manual screening, but ranking the result of the screening is very tedious and time-consuming. My first step is to automate that effort.

Tonight, for example, I had one screen that came up with 81 possibilities and another with 479. Especially the second is impractical to apply further criteria to and rank by hand. Needs to be automated.

I'm sure that your first reaction is that I should set tighter screening criteria -- perhaps, but my concern is screening out things I don't want to miss. Better to leave them in and then let ranking handle it.

--EV

[koganam]

... Just to let you know where I am headed, and what I hope there is at least a little support for is that I would like to automate as much of the following as possible.

• Screen for "interesting" possibilities
• From that general set, rank them
  ...

Backing up one step a time, for now I can work with the manual screening, but ranking the result of the screening is very tedious and time-consuming. My first step is to automate that effort.

Tonight, for example, I had one screen that came up with 81 possibilities and another with 479. Especially the second is impractical to apply further criteria to and rank by hand. Needs to be automated.

...

--EV

All that I believe you can do presently with the Market Analyzer. Just set up a column for your RS indicator, and sort on that column.

1. Screen
2. Save list
3. Import list into Market analyzer with properly setup columns.

[ETFVoyageur]

Thanks for the suggestion. I'll take a look.

--EV

[ETFVoyageur]

OK -- I took a look. Here is my first question.

It looks to me as if the only efficient way to put a large number (100-500) of symbols into the Market Analyzer is by using an Instrument List.

That requires using the Instrument Manager to create the new Instrument List. Creating the new (empty) list is easy -- the issue is how to populate it. Using the Instrument Manager's little arrow button is impractical in this quantity, so the answer must be File | Utilities | Import Stock Symbol List...

As best I can tell from the help documentation, this is a heavyweight operation intended to add new instruments to the system. True you can incidentally also add them to an instrument list. In my case I do not want to have to fool with things like what exchange they are on -- I am only adding symbols that are already known. I'm not trying to modify any database -- just populate a list.

Is there any way to just add symbols in bulk to an instrument list and not get tied up in things that are only related to adding new instruments to the system?

(It needs to be a light weight operation, because I envision doing this regularly. I am talking of lists that are transient -- may get modified -- or completely reconstructed -- every week or so.)

--EV

[NinjaTrader_Bertrand]

EV, while there's unfortunately not a supported feature in this regard you could edit your instruments.txt and add the list needed, save it and reset your instruments under Tools > Options > Data.

[ETFVoyageur]

As I understand it, if I want to have a custom column, then I must create a corresponding indicator. For example, if I want an ADVT column, then I need to create an ADVT indicator, even though it is just a simple calculation in terms of existing indicators. Is that right?

--EV

[NinjaTrader_Bertrand]

That sounds correct EV, you would need to create indicator column for your ADVT indicator combining existing ones.

[ETFVoyageur]

What I mean is that I do not have an ADVT indicator. If I want an ADVT column do I need to make such an indicator, or is there an easier way (not that the indicator is very hard)?

--EV

[NinjaTrader_Bertrand]

I'm not sure I follow you - for any custom calcs in the Market Analzyer you would need to add your custom created indicator doing those, as for example the ADVT ones you refer to here.

[ETFVoyageur]

EV, while there's unfortunately not a supported feature in this regard you could edit your instruments.txt and add the list needed, save it and reset your instruments under Tools > Options > Data.

I looked at instruments.txt, and it looked like a list of the instruments. That's not my concern -- I want as easy (i.e. practical) way to add instruments the system already knows about to my custom instrument list.

I created a new empty instrument list. The instrument manager knows about it, and it shows up on the market analyzer menu. I hoped that you meant to edit whatever file that is kept in, but I cannot find it. I used Windows serach to search for the name of my new instrument list, but could not find it anywhere.

What did you have in mind about editing my instrument list?

Thanks,
EV

[NinjaTrader_Bertrand]

EV, you cannot access the list explicitly as a file, please take another look at instruments.txt, at the very bottom the instruments listed are defined.

[ETFVoyageur]

EV, you cannot access the list explicitly as a file, please take another look at instruments.txt, at the very bottom the instruments listed are defined.

Bertrand,

I looked at the bottom, as you said, and that seems to have done the trick. Thank you very much.

I was not clear just how much the reset did -- I had not edited anything,so I did not care. For future reference, if I edit in names for some symbols where the names are missing, will I lose them the next time I do a reset?

Thanks,
EV