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[amibroker] ROC code



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I am using the following code by Eric and find that it will not run on Indices

Any reason why not or what needs to be changed in the code to have it run on them?

thank you

 

 

//Coded by Eric Paradis 2006.

//Computes Strength and Weakness of stocks over a 20-day period.

 

 

 

Lag= Ref(Close,-21);

Lag =  Lag + (Ref(Close,-20)-Lag)/20;

Lag =  Lag + (Ref(Close,-19)-Lag)/20;

Lag =  Lag + (Ref(Close,-18)-Lag)/20;

Lag =  Lag + (Ref(Close,-17)-Lag)/20;

Lag =  Lag + (Ref(Close,-16)-Lag)/20;

Lag =  Lag + (Ref(Close,-15)-Lag)/20;

Lag =  Lag + (Ref(Close,-14)-Lag)/20;

Lag =  Lag + (Ref(Close,-13)-Lag)/20;

Lag =  Lag + (Ref(Close,-12)-Lag)/20;

Lag =  Lag + (Ref(Close,-11)-Lag)/20;

Lag =  Lag + (Ref(Close,-10)-Lag)/20;

Lag =  Lag + (Ref(Close,-9)-Lag)/20;

Lag =  Lag + (Ref(Close,-8)-Lag)/20;

Lag =  Lag + (Ref(Close,-7)-Lag)/20;

Lag =  Lag + (Ref(Close,-6)-Lag)/20;

Lag =  Lag + (Ref(Close,-5)-Lag)/20;

Lag =  Lag + (Ref(Close,-4)-Lag)/20;

Lag =  Lag + (Ref(Close,-3)-Lag)/20;

Lag =  Lag + (Ref(Close,-2)-Lag)/20;

Lag =  Lag + (Ref(Close,-1)-Lag)/20;

AV = Lag;

 

pctROC = (Close-AV)/AV;

//365.25 / 20 * (P-AV20)/AV20

YROC = (Close-AV)/AV*100/20 * 365.25;

 

 

 

Y = Volume> 100000;

Filter = Y AND Close > 5.00;// AND Retrace;

AddColumn(pctROC, "(P-AV)/AV", 1.2 );

AddColumn(YROC, "Yearly % ROC Filter", 1.2 );

 

 



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