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Graham,
If I just place the data in the composite I don't think I'll be able
to do some of the post calculations I want to do such as RS, sorting
and ranking , etc....at least not easily that I can see....
I tried padding but it didn't help. I am thinking that I may need to
reference the elements of my arrays by date...so instead of the
first element being array[0] it would be array[datenum]. This might
allow me to keep the various length symbols aligned through my
calculations but I haven't been able to figure out how to index the
arrays referenced by datenum.
Any suggestions?
Thanks for your advice.
Tom
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx> 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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