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Hi - below is my code for calculating a composite index for a group
of stocks in a watchlist. All the stocks are within the same
industry.
I run the scan over the watchlist and all works fine except for:
1) it only works if all the stocks have the same number of bars. For
example if there are 10 stocks with 2 years of quotes - it works -
but if I add the 11th which has only 6 months of quotes, my
composite index is only 6 months instead of 2 years - I have
attempted to debug this but cannot figure out the issue - is it
something within the ATC function???
2) My second issue with the code is the looping structure. I have
used _TRACE function in de-bugging and in doing discovered that it
is encountering this "for loop" -
for( i = 0; i <= (BarCount -1); i++)
for each stock in the watchlist. This was not my original intent and
is not needed to accomplish the index calculation but must be a
consequence of the scan/atc procedure. Is there any way to avoid
this and only go through the index calculation once since that is
all that I think is needed???
Your help is appreciated.....
-----------------Here's the Code-------------------------------------
global j; // this is the number of stocks in the list
global average_change;
average_change = 0; // just in case no watch list members
function Plot_Index(Listnum)
{
list = CategoryGetSymbols( categoryWatchlist,Listnum ); //retrive
comma-separated list of symbols in watch list
// list = CategoryGetSymbols( categoryIndustry, Listnum );
// retrive comma-separated list of symbols in industry
for( j = 0; ( sym = StrExtract( list, j ) ) != ""; j++ )
{
f = Foreign( sym, "C");
av_perc_ch_temp = ((f-Ref(f,-1))/Ref(f,-1));
average_change = average_change + av_perc_ch_temp;
}
average_change = average_change / j; // divide by number of
stocks
return average_change;
}
average_change = Plot_Index(0);
for( i = 0; i <= (BarCount -1); i++)
{
if(i == 0) index[i] = 100;
else index[i] = index[i-1] + (index[i-1] * average_change[i]);
}
AddToComposite(index, "~" + IndustryID(1) ,"C");
Buy = 0;
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