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Dmitris,
It took me awhile to get back to this. Isn't there a loop in the
function 'Population'? Is what you suggested somehow fundamentally
different than the code I've got listed below:
//-------------------------------------------------------------
// Get Running total for number of stocks in the group vs. time
//-------------------------------------------------------------
m=0;
for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
{
Val = Nz(Foreign( sym, "Close" ));
n=Nz(IIf(Val!=0,1,0));
m=m+n;
}
Is what you suggested more efficent code? It seems the two will
calculate the same things. Mine works, but if yours is better I
won't mind adopting it.
-ace
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> For a loopless calculation you should take more care for some
details:
> Go first to Symbol->Categories and define your base index.
> Then you should use fixup=0 to avoid filling the existing holes.
> The population for my WL17 comes from the
> function Population( listnum )
> {
> list = GetCategorySymbols( categoryWatchlist, listnum );
> p = 0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> f = IsTrue(Foreign( sym, "C",0 ));
> if( i == 0 ) p = f;
> else p = p + f;
> }
> return p;
> }
> Plot(population(17),"",1,1);
> I hope it will help.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > There is a simple and safe way to count the population of your
> > database.
> > Run for all quotations the
> > addtocomposite(1,"~count","v");
> > buy=0;
> > Now, the
> > pop=foreign("~count","v");
> > will give you the population vs time.
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "acesheet" <acesheet@xxxx>
wrote:
> > > I've been using AddToComposite to create various reference
> indices
> > > and industry indices lately and I'm wondering what this
statement
> > > from the AB help file really means?
> > >
> > > atcFlagResetValues = 1 - reset values at the beginning of scan
> > > (recommended)
> > >
> > > I occassionaly get corrupted values of zero in the middle of
the
> > > price arrays even though I try to correct for this. Usually it
> goes
> > > away if I completely delete the data in my composite index and
> > rerun
> > > the composite calculation routine. I would really like to not
> have
> > > to do this as its a manual process. I;d like it to be
completely
> > > automatic.
> > >
> > > -ace
> > >
> > > Here's my code. Maybe I'm doing something wrong. Feel free to
use
> > > it. It seems to work quite well.
> > >
> > > //-------------------------------------------------------------
> > > // INDUSTRY COMPOSITE CALCULATOR
> > > //-------------------------------------------------------------
> > > // AFL Script Version date 12/7/03
> > > //-------------------------------------------------------------
> > > // NOTES: Prior to running place your settings to this
arrangement
> > > // 1. Set the 'Apply to' filter to a watchlist
containing
> > one
> > > // stock from each industry group and click 'use
filter'
> > > // 2. Set the 'Range' to 'n last quotations' where n=1
> > > // 3. Run a 'Scan'
> > > //-------------------------------------------------------------
> > > function CreateIndustryAverage( listnum, price )
> > > {
> > > // retrieve comma-separated list of symbols in watch list
> > > list = GetCategorySymbols( categoryIndustry, listnum );
> > > Average = 0; // just in case there are no watch list members
> > > m=0;
> > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > {
> > > Val = Nz(Foreign( sym, "Close" ));
> > > n=Nz(IIf(Val!=0,1,0));
> > > m=m+n;
> > > f = Nz(Foreign( sym, price ));
> > > if( i == 0 ) Average = Average;
> > > else Average = Average + f;
> > > }
> > > // 'm' is the running total of the number of stocks in the
> > > // group vs. time. This account for differing lengths of
> > > // historical data by stock
> > > return Average / m;
> > > }
> > > //-------------------------------------------------------------
> > > // Create the industry averages and store the values in
temporary
> > > // price arrays
> > > //-------------------------------------------------------------
> > > indticker="~"+IndustryID(1);
> > > IO=CreateIndustryAverage( IndustryID(0), "O" )*10;
> > > IH=CreateIndustryAverage( IndustryID(0), "H" )*10;
> > > IL=CreateIndustryAverage( IndustryID(0), "L" )*10;
> > > IC=CreateIndustryAverage( IndustryID(0), "C" )*10;
> > > IV=CreateIndustryAverage( IndustryID(0), "V" );
> > > list = GetCategorySymbols( categoryIndustry, IndustryID(0) );
> > > //-------------------------------------------------------------
> > > // Get Running total for number of stocks in the group vs. time
> > > //-------------------------------------------------------------
> > > m=0;
> > > for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> > > {
> > > Val = Nz(Foreign( sym, "Close" ));
> > > n=Nz(IIf(Val!=0,1,0));
> > > m=m+n;
> > > }
> > > sf=1;
> > > //-------------------------------------------------------------
> > > // Create scale factors to correct for step changes in the
> > > // number of stocks in the group
> > > //-------------------------------------------------------------
> > > for( i = 1; i<LastValue(Cum(IIf(m!=0,1,0))); i++ )
> > > {
> > > if(m[i]>m[i-1]) sf[i]=sf[i-1]*IC[i-1]/IO[i];
> > > else sf[i]=sf[i-1];
> > > }
> > > IO1=sf*IO;
> > > IH1=sf*IH;
> > > IL1=sf*IL;
> > > IC1=sf*IC;
> > > IO=IIf(IO1==0,Ref(IO1,-1),IO1);
> > > IH=IIf(IH1==0,Ref(IH1,-1),IH1);
> > > IL=IIf(IL1==0,Ref(IL1,-1),IL1);
> > > IC=IIf(IC1==0,Ref(IC1,-1),IC1);
> > > IV=IIf(IV==0,Ref(IV,-1),IV);
> > > //-------------------------------------------------------------
> > > // Now correct for any zero values
> > > for( i = 1; i<BarCount; i++ )
> > > {
> > > if(IO[i]==0) IO[i]=IO[i-1];
> > > if(IH[i]==0) IH[i]=IH[i-1];
> > > if(IL[i]==0) IL[i]=IL[i-1];
> > > if(IC[i]==0) IC[i]=IC[i-1];
> > > if(IV[i]==0) IV[i]=IV[i-1];
> > > }
> > > AddToComposite(IO,indticker,"O", 3);
> > > AddToComposite(IH,indticker,"H", 3);
> > > AddToComposite(IL,indticker,"L", 3);
> > > AddToComposite(IC,indticker,"C", 3);
> > > AddToComposite(IV,indticker,"V", 3);
> > >
> > > Buy=0;
> > > Sell=0;
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