Nasdaq Composite sector

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Nasdaq Composite sector

Postby jawfiaa » Fri Jun 20, 2014 2:02 am

Hello Pete,

How can I add Nasdaq composite (^IXIC) sector to the list of sectors that I can use for backtesting ? I have been able to add the index symbol ^IXIC through sector setup. however when I select the newly added index symbol when I run a new "run combinations" and select the IXIC, it only have the index symbol which has no other stock symbols under it. Do I have to add all the 5000+ stocks to the ^IXIC manually ? is there a way I can import all symbols of nasdaq composite index automatically ?

Thanks for your help in advance !
jawfiaa
 
Posts: 7
Joined: Tue Jun 03, 2014 12:41 am

Re: Nasdaq Composite sector

Postby Overload » Fri Jun 20, 2014 8:43 am

That is correct. Adding an index to the import does not automatically import all of the components of that index. Sometimes the components of an index are not readily available, and components are often rotated in and out. So that is something that needs to be maintained manually.

But there is a trick that will allow you to create a sector that contains all of the Nasdaq symbols currently in the StrataSearch symbol list. Here are the instructions for that:

1) Enter the Setups > Exchange Setups menu and note the "Exch ID" of the OTC exchange. That is the name for the Nasdaq exchange.

2) Enter the Display > Screener menu and click the "New" button at the top.

3) In the "Selection" entry, add the code "exchid() = x", where x is the Exch ID for the OTC exchange in Step 1.

4) Click the "Calculate" button to create the list of symbols. The list should be all Nasdaq symbols in the StrataSearch symbol list.

5) Click the "Save..." button on the right just above the Help button. Select "Save Symbols to New Sector" and give your new sector name. After clicking OK, that sector will be created and will contain all symbols in the StrataSearch symbol list that belong to the Nasdaq exchange.

Hopefully this helps.

Pete
Overload
 
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Re: Nasdaq Composite sector

Postby jawfiaa » Sat Jun 21, 2014 5:19 pm

Thanks Pete,

I did the steps you indicated and the exch id for OTC in my case is 2. when I calculate the symbol list in the screener for "exchid() = 2", there is only one symbol showing up: BERK.

Is there a reason why only one symbol showing up ? is there anything I am doing wrong ?

thanks again !
jawfiaa
 
Posts: 7
Joined: Tue Jun 03, 2014 12:41 am

Re: Nasdaq Composite sector

Postby Overload » Mon Jun 23, 2014 8:26 am

Did you click the New button as mentioned in Step 2? That is important since it will clear the Selection entry. But I forgot to mention that you should also set the Sector to "All Securities", if it isn't already. That is also important.

If that was not the issue, then you could also try setting the date back to a day last week or earlier when you are sure that you had prices.

Finally, I'll need to ask whether you've previously imported the entire symbol list of prices, or whether you've imported only a custom symbol list? For the steps I mentioned to work, you'd need to have the symbol list for the entire market already downloaded into StrataSearch.

Pete
Overload
 
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Joined: Wed Nov 30, 2005 12:14 pm

Re: Nasdaq Composite sector

Postby jawfiaa » Mon Jun 23, 2014 10:31 pm

Thanks Pete !

Changing the date worked as you suggested. I was running the screener on Saturday and Sunday when there were no prices. once I changed it to today's data, it worked !
jawfiaa
 
Posts: 7
Joined: Tue Jun 03, 2014 12:41 am


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