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John, at least I got the Industry comparison done.
After realising, that there is no link between symbols data and the
data in the MG indexes with AB, I used the AddToComposite AFL for a
"re- assignment" of stocks to their Industrygroups.
After running a scan with addtocomposite, I used simply following
formula based on yours :
myidx="~"+IndustryID(1);
mktid=MarketID(1);
if ( mktid == "NYSE" )
mktidstr="DJ-30";
else
mktidstr = "COMPQX";
SetForeign(myidx);
idxc = C;
SetForeign(mktidstr);
mktc = C;
RestorePriceArrays();
fvb = Status("firstvisiblebar");
Plot( 100 * ( C - C[ fvb ] ) / C[ fvb ], "Relative Performance [%] " +
Name(), colorBlue );
Plot( 100 * ( idxc - idxc[ fvb ] )/ idxc[ fvb ], myidx, colorRed ,
styleLine );
Plot( 100 * ( mktC - mktc[ fvb ] )/ mktc[ fvb ], mktidstr, colorGreen ,
styleLine );
PlotGrid(0, colorYellow );
Unfortunately, this doesn't work with sectors, since TC2000 has more
sectors than the 53 used by AB.
Of course, whenever dazta is updated, I have to re-run the scan to
update also the artificial composites.
Anyway, your reply lead me in the right direction.
regards
Stefan
--- In amibroker@xxxxxxxxxxxxxxx, "sgfuchs" <sgfuchs@xxxx> wrote:
> Hello John,
>
> thanks a lot. I tried the formuly, but it doesn't work as intended.
> When using i.e. myidx = IndustryID(1); I get the name of the IG
> displayed, but of course no performanceline since the Industrygroup as
> such is no Ticker with data.
>
> TC 2000 provides the Media General (MG ) Industrygroups with daily
> data. This is comparabable to QP's "IRL" Industrygroups from HGS.
> But QP updates this data only once a week.
>
> The MG Groups have their own Tickersymbols in TC2000,
> like MG110 = - Chemicals - Under this symbol, all the daily data of
> the stocks in this group is accumulated and updated daily.
>
> So in order to use the MG Groups data for comparison of
> RelPerformance, I guess I would have to assign the stocks to each
> group within AB - quite a task for 7000+ stocks.
>
> Again, since Tomasz wrote the plugin for access to TC2000 database, he
> might know a more elegant way to do this.
>
> regards
> Stefan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Bob Johnson" <bjohnson314@xxxx>
wrote:
> > This isn't as elegant as TJ's indicator (which it's cut & pasted
> from) but
> > it works as a custom
> > indicator with my QP data. I'm not familar with TC2000, but if it
> does index
> > assignments GetBaseIndex()
> > should work.
> >
> > I build my own industry index composites instead of using QP's,
but the
> > names are based on the QP indexes
> > with a "~" prepended. Just remove the "~"+ if your using 'native'
> indexes
> >
> > Figuring out the market index is just brute force, but I'm not sure
> there is
> > a better way to do it.
> > The if/else here isn't really complete enough, but it gives the
> idea. The
> > if statement can expanded to include
> > whatever markets you look at.
> >
> > You could do something similar for sectors if you have indexes you
> want to
> > use for them or build your own
> > sector composites & do something like the myidx assignment using
> SectorID(1)
> > instead of GetBaseIndex();
> >
>
----------------------------------------------------------------------------
> > ---------------------------
> > myidx="~"+GetBaseIndex();
> >
> > mktid=MarketID(1);
> > if ( mktid == "NYSE" )
> > mktidstr="!DJI";
> > else
> > mktidstr = "!COMP";
> >
> > SetForeign(myidx);
> > idxc = C;
> > SetForeign(mktidstr);
> > mktc = C;
> > RestorePriceArrays();
> >
> > fvb = Status("firstvisiblebar");
> > Plot( 100 * ( C - C[ fvb ] ) / C[ fvb ], "Relative Performance [%] " +
> > Name(), colorBlue );
> > Plot( 100 * ( idxc - idxc[ fvb ] )/ idxc[ fvb ], myidx, colorRed ,
> > styleLine );
> > Plot( 100 * ( mktC - mktc[ fvb ] )/ mktc[ fvb ], mktidstr,
colorGreen ,
> > styleLine );
> >
> > PlotGrid( 0, colorYellow );
> >
>
----------------------------------------------------------------------------
> > ----------------------------
> >
> > ----- Original Message -----
> > From: "sgfuchs" <sgfuchs@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, July 30, 2004 12:18 PM
> > Subject: [amibroker] Re: Relative Perf.Charts - Sector & IG Tickers
> >
> >
> > > Brian, thanks. This I know already. My request went in the direction
> > > to have the appropriate sector and industrygroup assigned to the RP
> > > chart automatically whenever I switch to a new stocksymbol (
> > > assignments as per TC2000 data base, of course ).
> > >
> > > There are several AFL functions like "GROUPID" or "INDUSTRYID"
which I
> > > tried to combine with "Getforeign" or "Setforeign" functions but
they
> > > do not do the trick.
> > > TC2000 uses more than 200 Subindustry Groups and AB seems to index
> > > only 65 or so with #.
> > >
> > > Hence my question to Tomasz, which AFL I'd need to achieve the
> > > described objective.
> > >
> > > Thanks anyway.
> > > Stefan
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Brian Elijah" <cadvantag@xxxx>
> wrote:
> > > > Can you just change it in the formula itself
> > > > _N( TickerList = ParamStr("Tickers", "^DJI,MSFT,GE") );
> > > >
> > > >
> > > > or change it in the parameter box in AA
> > > > ----- Original Message -----
> > > > From: sgfuchs
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Friday, July 30, 2004 10:34 AM
> > > > Subject: [amibroker] Relative Perf.Charts - Sector & IG Tickers
> > > >
> > > >
> > > > Hello Tomasz,
> > > >
> > > > I'd like to alter the symbols ( tickers ) used in the Rel.
> > > > Performancechart in a way, that AB uses automatically the
data of
> > > > the appropriate sector and the industry-group for comparison
> of Rel
> > > > Performance of the stock instead of i.e. fixed tickersysmbols
> for an
> > > > index.
> > > >
> > > > In addition, I'd like to create a workspace in AB, in which
I can
> > > > see always the stock's chart along with it's appropriate
> sector and
> > > > Industrygroup chart.
> > > >
> > > > Which of the AFL functions / formulas would I have to use for
> > > > creating the Rel Performance chart as explained above and how
> could
> > > > I possible assign always the correct sector and IG charts to any
> > > > stocksymbol chart in a triple chart window ?
> > > >
> > > > FYI : I use TC2000 as my database.
> > > >
> > > > Hope my question is not too complicated to answer.
> > > > Thanks a lot in advance
> > > >
> > > > regards
> > > > Stefan
> > > >
> > > >
> > > >
> > > > Check AmiBroker web page at:
> > > > http://www.amibroker.com/
> > > >
> > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > > ADVERTISEMENT
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
>
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