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Hi Tomasz - then there must be a problem that I cannot seem to
identify somewhere else in my code. I am using the dow jones 30 as
my reference symbol. I us QP data and have verified the symbol is
correct (!DJ30) and I have checked the enable box.
To state my problem again, I am using the code below (copied below) -
and when the stocks in the watchlist all have the same number of
bars, everything works and my composite index is as expected...BUT
if all symbols in the watchlist do not have equal number of bars, my
composite calculation results in zero.
I have tried to debug my code using _TRACE feature but still cannot
find the issue. This is when I thought to pursue the pre-padding
concept, so as to make all symbols equal length.
I am probably missing something obvious but have been staring at
this for over a month and am stumped...
Your help is much appreciated.
Thanks,
Tom
-------------------Here is my code-------------------------------
global j; // this is the number of stocks in the list
global average_change;
average_change = 0; // just in case tno watch list members
function Plot_Index(Listnum)
{
list = CategoryGetSymbols( categoryWatchlist, Listnum );
//list = CategoryGetSymbols( categoryIndustry, Listnum );
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 # 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/j, "~My_composite_index" ,"C");
Buy = 0;
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx>
wrote:
>
> Hello,
>
> It works perfectly if only you use it as instructed (enabled check
box and entered correct reference symbol
> that has all data you want to have in the padded series).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "trb0428" <trbrowne@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, March 10, 2006 5:38 PM
> Subject: [amibroker] Re: Data Padding Question?
>
>
> > Hi Tomasz - and not exactly. My original problem is stated in
this
> > post:
> >
> > http://finance.groups.yahoo.com/group/amibroker/message/94766
> >
> > I am running a scan to calculate a composite index using ATC but
> > turning padding on has not solved the problem which I state in
my
> > original post.
> >
> > I would appreciate your advice.
> >
> > Thanks,
> > Tom
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@>
> > wrote:
> >>
> >> Hello,
> >>
> >> Are you asking for AA (scan/exploration/backtest). If so, then
> > answer is yes,
> >> this feature is built-in: "Pad & align to reference symbol" in
AA
> > Settings.
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "trb0428" <trbrowne@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Friday, March 10, 2006 3:35 PM
> >> Subject: [amibroker] Data Padding Question?
> >>
> >>
> >> > HI - Can AFL pre-pad a data array? For example, my
understanding
> > of
> >> > padding is that it fills holes in any missing data by filling
it
> > in
> >> > with the previous days value. In my application, I would like
to
> > be
> >> > able to fill in data for days prior to the first day the
stock
> > traded
> >> > back to a certain date. For example, if stock xyz began
trading
> > on
> >> > 3/1/06 at $6, I would like to be able to show its close value
as
> > $6
> >> > all the way back to some previous date, say 1/1/2002. Does
> > anyone know
> >> > if this is possible?
> >> >
> >> > Thanks in advance,
> >> > Tom
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > 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
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >>
> >
> >
> >
> >
> >
> >
> >
> > 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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