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For simple results, just do an explore with monthly settings
use filter to select the month you want
include whatever calculated variable you want in the columns
may = iif(c>ref(c,-1),1,iif(c<ref(c,-1),-1,0));
filter = month()==5;
addcolumn( may, "month", 1 );
you can then expand this to become cumulative using the Cum function
may = iif(c>ref(c,-1),1,iif(c<ref(c,-1),-1,0));
cummay = cum( may );
cumnum = cum( month()==5);
filter = month()==5;
addcolumn( may, "month", 1 );
addcolumn( cummay/cumnum, "ratio", 1 );
hopefully no typing errors or errors of logic, buty should be enough
to give you an idea
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 10/20/05, zoli_j <novizoli@xxxxxxxxxxx> wrote:
> 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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