GreatPig
Pigs In Space
- Joined
- 9 July 2004
- Posts
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For anyone who might be interested, I've uploaded a new plugin to the Yahoo forum files area called "Lists Plugin.zip". It allows lists of stock codes and related information to be accessed from AFL code. The package includes the plugin DLL, sample AFL code, the list files it uses, and a PDF manual.
The sample uses the ASX index constituent lists and the ABN Amro Minis list to display at the top of each chart the highest index list the stock is part of and all Minis that are available for the stock, along with their conversion ratios and strike prices (assuming you keep the list up-to-date).
While the sample only uses the plugin for displaying information, the plugin functions could also be used for scans and backtests. However, it must be remembered that if the list information changes regularly, like the index constituents and the Mini strike prices, then allowance would need to be made for this in backtests (eg. there's no point using today's Mini strike prices in a backtest for 3 years ago).
Cheers,
GP
The sample uses the ASX index constituent lists and the ABN Amro Minis list to display at the top of each chart the highest index list the stock is part of and all Minis that are available for the stock, along with their conversion ratios and strike prices (assuming you keep the list up-to-date).
While the sample only uses the plugin for displaying information, the plugin functions could also be used for scans and backtests. However, it must be remembered that if the list information changes regularly, like the index constituents and the Mini strike prices, then allowance would need to be made for this in backtests (eg. there's no point using today's Mini strike prices in a backtest for 3 years ago).
Cheers,
GP
