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<FONT face=Arial
color=#0000ff size=2>Thanks very much h!
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>I'll look this over today and see what I can do with
it.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>BTW - I've heard nothing from TJ on the import problem I'm
having with the script I wrote - perhaps he'll respond better to you. I haven't
had much luck with emails to him lately.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>I'll forward the email I sent to him to
you.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Wednesday, April 14, 2004 8:26
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Coding challenge - Subtotals
<FONT face=Arial
color=#0000ff>The trade list has all the information you need, Right?
Have another look at the tradelist and see the wealth of (afl inaccessible)
info it contains.
<SPAN
class=562014210-14042004>I trade
portfolios too, and i want to see how individual stocks perform. The only
place to get the stats is from the tradelist, there is no other way
- especially when trading portfolios.
<FONT face=Arial
color=#0000ff>
<FONT face=Arial
color=#0000ff>In your case you would sort the tradelist by
ticker and then extract the stats for each ticker for more processing. I
am getting tired of explaining the benefits of having access to a
tradelist from afl, it appears so obvious to me. I garantee that this function
will be available eventually, it just has to be in order to do any serious
system analysis.
<FONT face=Arial
color=#0000ff>
<FONT face=Arial
color=#0000ff>Below<FONT
face=Arial color=#0000ff size=2> is a simple String-based function that
extracts trade information from the Tradelist, if you click on a bar that
had a trade it will display the chart for the stock traded on that day else
the pane is blank. If there were more trades on that day you can look at the
different trades by using Param(). You can also use Param() to
extract other isolated stats that will display in the Title. This is just
a test program and illustrates SINGLE stats, to diplays stats over time you
need to place it in a loop <FONT
face=Arial color=#0000ff size=2>but it will be extremely SLOW!!! I suggest you
test it using a short trade list :-)
<FONT face=Arial color=#0000ff
size=2><FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial color=#0000ff
size=2>After exporting your TradelList to <FONT
face="Courier New">"C:\\Program
Files\\AmiBroker\\Trades\\TradeList.csv"<FONT
color=#000000>;
<FONT face=Arial
color=#0000ff size=2>Copy the code below to the IB and Apply. Then click
on any bar that has a new trade, since the code only responds when you hit the
first bar of a trade you may have to click a few time to find them, or look
for a date in your tradelist. Just remember that this is experimental and
unfinished code.
<FONT face=Arial color=#0000ff
size=2>
Let
me know if you think this could be the basis for further
work.
<FONT face=Arial color=#0000ff
size=2>herman
//
ReadTradeListFunction_N(path="C:\\Program
Files\\AmiBroker\\Trades\\TradeList.csv");global
Header;
<FONT face=Arial color=#0000ff
size=2>function EODgetStat( CurrentDate , TradeNum, FieldNum
) { FieldData = ""; if( fh = fopen( Path, "r")
) { i=0;j=0; while( ! feof( fh
)) { if(i++==0) Header = fgets( fh
); S1 = fgets( fh
); DateIn = StrExtract(S1,2); if(
CurrentDate ==
DateIn) { j++; if(
j == TradeNum
) { FieldData=
StrExtract(S1,FieldNum); } } } } else {
printf("ERROR: file can not be found (does not
exist)"); } fclose( fh ); return
FieldData;}
<FONT face=Arial color=#0000ff
size=2>Newday = IIf(DateNum() != Ref(DateNum(),-1),1,0);DayNum
= Cum(NewDay);n =
SelectedValue(BarIndex());DN = DateTime();DNs
= StrLeft(WriteVal(DN[n],formatDateTime),8);FieldNum =
Param("FieldNum",8,0,20,1);TradeNum =
Param("tradeNum",1,1,10,1);
<FONT face=Arial color=#0000ff
size=2>FieldData = EODgetStat( DNs, TradeNum, FieldNum);Ticker =
EODgetStat( DNs, TradeNum, 0);if(Ticker == "") Q = Null; else Q=1;
SetForeign(Ticker);Plot(Q*C,"",1,64);
<FONT face=Arial color=#0000ff
size=2>if(Q) Title = DNs+" "+Ticker+" "+StrExtract(Header,
FieldNum)+ " "+ EODgetStat( DNs, TradeNum, FieldNum); else
Title="";
<FONT face=Arial color=#0000ff
size=2>
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