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Thx for your help and for your script, but this is not exactly, what
I think about...
I would like to examine if there is some correlation between months
(or weeks or days) and price moving...
For example:
Januar: "JANUAR EFFECT" generally rising
May: "SELL IN MAY AND GO AWAY!" generally falling
September, Oktober: "WEAKEST MONTHS" generally falling
I would like to Plot the
(the falled May from 1927 til now) / (CurrentYear-1927)
For example:
Date : Rise/Fall => (SumOfRisedOrFalledMayMonths / SumOfMayMonths)
1928.may : down(-1) => (-1) / (1) = -1
1929.may : down(-1) => (-2) / (2) = -1
1930.may : down(-1) => (-3) / (3) = -1
1931.may : up(1) => (-2) / (4) = -0.5
1932.may : down(-1) => (-3) / (5) = -0.6
1933.may : up(1) => (-2) / (6) = -0.33
1933.may : down(-1) => (-3) / (7) = -0.42
..
2005.may : up(1) => (-38) / (77) = -0.49
I would like to see this Series:
MaysOfYears = -1;-1;-1;-0.5;-0.6;-0.33;-0.42
It would be good to see a characteristic about the months(or weeks
or days) performance...
Do you have any Idea?
BR Zoli.
--- In amibroker@xxxxxxxxxxxxxxx, "Antonio Marra" <antmar65@xxxx>
wrote:
>
> Hello,
>
> I don't know if this is what you are searching for...
> ...and I hope this can help.
>
> //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxx
> //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxx
>
> First_Day_Of_The_Year = ( Month() == 1 ) AND Month() != Ref(Month
(), -1);
> Second_Day_Of_The_Year = ValueWhen(First_Day_Of_The_Year, BarIndex
()) +1;
> Third_Day_Of_The_Year = ValueWhen(First_Day_Of_The_Year, BarIndex
()) +2;
>
> Open_1Day = ValueWhen(First_Day_Of_The_Year,Open);
> Close_1Day = ValueWhen(First_Day_Of_The_Year,Close);
>
> Open_2Day = ValueWhen(BarIndex()==Second_Day_Of_The_Year, Open);
> Close_2Day = ValueWhen(BarIndex()==Second_Day_Of_The_Year, Close);
>
> Open_3Day = ValueWhen(BarIndex()==Third_Day_Of_The_Year, Open);
> Close_3Day = ValueWhen(BarIndex()==Third_Day_Of_The_Year, Close);
>
>
> Status_1Day = IIf ( Close_1Day > Open_1Day, 1, 0);
> Status_2Day = IIf ( Close_2Day > Open_2Day, 1, 0);
> Status_3Day = IIf ( Close_3Day > Open_3Day, 1, 0);
>
> // If all the 3 days are Positive then Sum_Status == 3
> // If all the 3 days are Negative then Sum_Status == 0
> Sum_Status = (Status_1Day+Status_2Day+Status_3Day);
>
> // If all the 3 days are Positive then Status_All3Days == 100
> // If all the 3 days are Negative then Status_All3Days == 0
> Status_All3Days = IIf( Sum_Status == 3, 100,
> IIf( Sum_Status == 2, 66.66,
> IIf( Sum_Status == 1, 33.33, 0)));
>
>
> SEARCH_Conditions = (
> First_Day_Of_The_Year
> //AND BarIndex() == Second_Day_Of_The_Year
> //AND BarIndex() == Third_Day_Of_The_Year
>
> //AND Status_All3Days == 33.33
> );
>
> Filter = SEARCH_Conditions;
>
>
> AddColumn(Status_1Day,"Status_1Day",1.0);
> AddColumn(Status_2Day,"Status_2Day",1.0);
> AddColumn(Status_3Day,"Status_3Day",1.0);
>
> AddColumn(Status_All3Days,"Status_All3Days ",1.2);
>
>
> Plot(C, "Price", IIf (SEARCH_Conditions, colorWhite,
colorGrey40),styleBar);
> Plot
(SEARCH_Conditions,"",colorLightGrey,styleDashed+styleHistogram+style
Own
> Scale+styleNoLabel);
>
> //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxx
> //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxx
>
>
> You can do an exploration on "All Quotations", for a single
symbol, for
> example.
>
> Regards,
> Antonio
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of zoli_j
> Sent: Wednesday, October 19, 2005 4:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] DayOfYear()
>
> I would like to do a yearly statistic to show if the first and
second
> and third day of the year rised or falled is.
>
> "
> for(i=1; i < 366; i++) {
> myDayOfYear[i] = 0;
> }
>
> for(i=1; i < 366; i++) {
> if(i==DayOfYear()) {
> myDayOfYear = myDayOfYear + ROC(C,1);
> }
> }
>
> Plot(myDayOfYear, "myDayOfYear", colorRed, styleHistogram);
> "
>
> Could anybody help me?
>
>
>
>
>
>
>
>
>
> ___________________________________
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