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Stephane,
The simplest way to debug any code is to insert _TRACE() statements inside
the loops and use DebugView. That way you will get a complete report of each
step through the code and each step through each loop.
herman
-----Original Message-----
From: Stephane Carrasset [mailto:s.carrasset@xxxxxxxxxxx]
Sent: Tuesday, August 03, 2004 2:38 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] average of top ranked tickers in a given
watchlist
Hermann & All,
I have tried two differents codes to built an average of top n tickers
of a watchlist ( looks like a real time composite)
unfortunately the two codes return wrong results.
I have tried your code and a Tomasz code written with osaka plugin (
the formulas are below )
I have reduced The watchlist zero to 5 tickers and want the average
for an idicator of the 3 first tickers for each bar.
I have choosen the RSI ( a positive indicator)
So i can check manually the result
for example the image attached speak itself for the last bar .
I hope the next pastis.dll will save us... ^_^ ( thanks dingo for all
these information)
FORMULAS
//////////OSAKA////////////
/*
As for hints: you would do the following:
1. iterate through watch list and store scores (in case of osaka plugin
osTabSetNumber)
2. find top ranked symbols (this can be done even entriely in AFL as
Dimitris has shown,
or using Osaka plugin sort capability - osTabSort function)
3. create average from top ranked symbols.
Below is the code that uses Osaka plugin 1.4.
*/
osInitialize();
List = GetCategorySymbols(categoryWatchlist, 0 ); // <-- change wl
number here
table=osTabCreate();
// setup columns
osTabAddColumn( "Ticker", 2, table, 25 );
for( j = 0; j < BarCount; j++ )
{
osTabAddColumn( "Score"+j, 1, table );
osTabAddColumn( "Close"+j, 1, table );
}
// CALCULATING SCORES and saving them to the table
for(i=0; ( ticker = StrExtract( List, i ) ) != ""; i++)
{
SetForeign(ticker);
osTabSetString( ticker, i, 0, table );
score = RSIa(C,14); // YOUR SCORE CALCULATION HERE
for( j = 0; j < BarCount; j++)
{
osTabSetNumber( abs( Nz( score[ j ] ) ), i, 2 * j + 1, table );
osTabSetNumber( Close[ j ], i, 2 * j + 2, table ); // for calculation of
average
}
}
// you can export for debugging
// osTabExport( "test.csv", ",", table );
// SORTING SCORES AND finding top ranks:
average = 0; // init avarage
for( j = 0; j < BarCount; j++)
{
osTabSort( table, 2 * j + 1, False );
average[ j ] = 0;
topnum = 3; // TOPNUM
for( k = 0; k < topnum ; k++ ) //
{
fc = osTabGet( k, 2 * j + 2, table );
average[ j ] = average[ j ] + fc;
}
average[ j ] = average[ j ]/topnum; // calculate average from top N
symbols at given bar
}
osTabDelete( table );
Filter=1;
AddColumn(average, "AVG top10 (each bar different)" );
Plot( average, "AVG top10 (each bar different)", colorRed );
///////////END OSAKA //////////////////////////
///////////////HERMAN/////////////////
function GetScore( )
{
return RSIa(C,14); // Substitute your function
}
function padString( InString, Length )
{
SpaceFill = " ";
SL = StrLen(InString);
NS=StrLeft(SpaceFill, Length-SL);
return NS+Instring;
}
procedure getPositionScores( WatchList, BarNum, NumTickers )
{
TickerList= GetCategorySymbols( categoryWatchlist, WatchList);
CurrentTicker = Name();
TickerScoreList = "";
// Create Scores array
for( n=0; (Ticker=StrExtract( TickerList, n)) != ""; n++)
{
SetForeign(Ticker);
TickerScores[n] = LastValue(ValueWhen(BarIndex() == BarNum,
SelectedValue(GetScore())));
TickerIndex[n] = n;
}
TickerCount= n;
// Sort Tickers by rank
for(i = n; i>=0; i--)
{
for (j = 1; j <= i; j++)
{
if (TickerScores[j-1] > TickerScores[j])
{
temp = TickerScores[j-1]; TickerScores[j-1] = TickerScores[j];
TickerScores[j] = temp;
temp = TickerIndex[j-1]; TickerIndex[j-1] = TickerIndex[j];
TickerIndex[j] = temp;
}
}
}
TopTickerList = TopTickerNum = TopTickerScore = "";
i=0; P=10; TopComposite = 0;
if( NumTickers > TickerCount ) NumTickers = TickerCount;
// Format Top numTickers and create composite
for(n=TickerCount; n>=TickerCount-NumTickers; n--)
{
T5[i++] = TickerIndex[n];
TopTickerList = TopTickerList +
PadString(StrExtract(Tickerlist,T5[i-1]),P)+",";
TopTickerScore = TopTickerScore +
PadString(NumToStr(TickerScores[n],1.3),P)+",";
TopTickerNum = TopTickerNum +
PadString(NumToStr(TickerIndex[n],1.0),P)+",";
TopComposite = TopComposite + getScore();
}
VarSet("TopComposite",TopComposite/numtickers);
StaticVarSetText("TopTickerList",TopTickerList);
StaticVarSetText("TopTickerScore ",TopTickerScore );
StaticVarSetText("TopTickerNum ",TopTickerNum );
}
WatchList = Param("WatchList",0,0,1,1);
BarNum = SelectedValue(BarIndex());
NthScore = Param("Nth TickerDown",3,0,100,1);
// TOPNUM
getPositionScores( WatchList, BarNum, NthScore );
TopTickerScore =StaticVarGet("TopTickerScore ");
TopTickerList=StaticVarGet("TopTickerList");
TopTickerNum =StaticVarGet("TopTickerNum ");
Plot(VarGet("TopComposite") ,"",2,1);
Title =
TopTickerList + "\n"+
TopTickerScore + "\n"+
TopTickerNum + "\n"+
"Number "+NumToStr(NthScore+1,1.0)+" from the Top:
"+StrExtract(TopTickerList ,NthScore);
//////////////////END HERMAN/////////////////////////////
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