ETFs missing from Analysis results when they shouldn't be

AFL Programming
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1

Hi,

I'm experiencing a frustrating problem with my Explorer results, in that when i run a reasonably simple analysis over a watch list (if Close is X% below recent High), it will generate results for stocks in the watch list, but not ETFs in the watch list.

The include/exclude criteria in my analysis is reasonable simple: I include a watchlist which is my portfolio, and in that watch list i have a combination of stocks and ETFs.

analysis_settings

I've double checked the symbol info for one of the stocks and compared it with one of the ETFs, and the only difference I can see is the stocks have "Market, Group, Industry" attributes all assigned, but the ETFs have all three of these as "Undefined". beyond this, every other attribute is the same.

symbolinfo_etf_v_stock

I feel like it must have been something in how i created my ETF symbols in the first place. Has anyone else experienced this? Any advice would be welcomed.

Thanks, Skip.

2

"Undefined" is the default selection in case when no specific assignment was done.
You can (re-)assign multiple symbols easily at any time using Symbol->Organize Assignments

With regards to Filter, check the "EXCLUDE" tab. Pretty often people forgot that anything selected in Exclude tab.... excludes symbols from the filter.

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Thanks for taking the time to reply Tomasz,

I did double check the exclude filter but there was nothing in it, and i also went and assigned all new tickers to Markets, Sectors etc. Still no joy unfortunately.

I wondered if it was something to do with having manually created these symbols, rather than importing them etc. as i did with my original master stock list. The new ETFs refresh perfectly with pricing information using AmiQuote, so i suspect it's something else. I have manually added a couple of new stock codes recently as well (ABNB, SNOW etc) but i'm not sure i've seen these come up in explorer results, so i will create some dummy logic in my AFL and see if it picks them up - i can't for the life of me think of anything else..

Cheers,

4

@Skippy, did you examine the "Detailed log" report?
Sometimes you'll see some unexpected conditions that will explain the missing tickers in backtesting (one possibility is discussed in this thread).

5

Did you check your filter condition ?

Try something like this, and see what happens

Filter = Your actual condition
:
//Last line of your code
addcolumn(Filter,"Filter");
Filter = 1;
6

If you add symbols manually they land in "Undefined" group/market/sector/industry and they don't belong to any watch list unless they are added manually later. You have to assign them using Assignment Organizer.

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@Skippy, if you follow @awilson's suggestion, do you see any of the ARKx ETFs or CQQQ? These are surely in your "Portfolio" watchlist (as we can see from your screenshot).

Is the ESCO ETF (and any other missing ticker) present in the same watchlist? If not, you should add them either using the Assignment Organizer (under the "Symbol" main menu item) or with any other way to manage the watchlists.

8

Hi gang, updating the thread based on further investigation and troubleshooting.

I've confirmed for all newly added ETFs that they are assigned under the Assignment Organizer.
I have also confirmed no exclusions in the Filter.
An interesting update is that this isn't just an ETF issue - it's for any new symbols I've manually added, irrespective of ETF or stocks (i tested the analysis on SNOW and ABNB and they aren't being included).

Does anyone know how i might be able to refresh my symbol database without losing all my watch lists etc? when i originally downloaded symbols I think i used "Tools-> Update US Symbol List and Categories" - which didn't include ETFs. so I've had to manually add ETFs, and IPO symbols.

Any help appreciated at this point.

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Hi again - I think I've resolved. I had longMA being used for sell trigger logic, which was stuffing up the IPO triggers. And separately, i had a "buy = ExRem( buy, sell );" statement in the code which i think was stuffing up the buy trigger on the ETFs - which i will further trouble shoot. Tested with a simplified set of criteria and all good. Sorry to waste people's time and i appreciate the earlier responsiveness.

Back on track!

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