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Hello,
With the code below, I can calculate the relative strength of two indicies (Growth vs Value in this case), but if I have a symbol selected with a history longer than the data available for the two symbols used in the rel str code, then I get null values.
I understand why, and tried to correct for this to find out how the first bar of the symbol with the shortest data. Then, use that as the default bars back reference for rel str. Can't get it to work though.
As always, thanks in advance for your help,
Gary
/* AFL calc relative strength of RUSSEL 2000 GROWTH vs. RUSSEL 2000 VALUE to determine funds are performing better.
This program calculates realtive strength of a FUND vs INDEX using FastTrack's methodology
*/
GROWTHSYM = ParamStr("GROWTH","!RUO"); //RUSSEL 2000 GROWTH
VALUESYM = ParamStr("VALUE","!RUJ"); //RUSSEL 2000 VALUE
GROWTH = Foreign(GROWTHSYM,"C");
VALUE = Foreign(VALUESYM,"C");
GR = BarsSince(Ref(GROWTH,-1) == Null);
VA = BarsSince(Ref(VALUE,-1) == Null);
BBMOD = Min(GR,VA);
RELSTR = ( GROWTH / Ref(GROWTH,-BBMOD) ) / ( VALUE / Ref(VALUE,-BBMOD) ) * 10;
RSMA = MA(RELSTR,50);
Plot(gr,"agr",colorDefault);
Plot(Va,"va",colorYellow);
Plot(RELSTR,"GROWTH vs VALUE",IIf(RELSTR > RSMA,34,13),styleLine|styleThick);
Plot(RSMA,"REL STR MA",colorBrown,styleLine|styleThick);
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