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You could try just placing the data into a composite and the actual
final calculation in the plot AFL
eg for number of stocks just use ATC(1,"~name","V")
so you could jsut add the price changes for each stock to the
composite and record the number of stocks in V.
I also find it best to pad the calculation in the AA settings when
creating the composite, pad to an index that would have all the market
days although this can also make it difficult when averaging results
later, worht trying.
hopefully I have understood your problem
--
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 3/10/06, trb0428 <trbrowne@xxxxxxxxxxx> wrote:
> 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;
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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