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Simple approach does work better and easier
if (InWatchList(11))
{
AddToComposite(C,"~Z01Aerospace_Defense","c");
AddToComposite(1,"~Z01Aerospace_Defense","I");
}
Now when you do it the count of stocks will be in open interest
Whe you want to find an average of this you then use
setforeign("~Z01Aerospace_Defense");
xAvg = C/I;
restorepricearrays();
--
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 10/08/06, dan_public@xxxxxxxxxxx <dan_public@xxxxxxxxxxx> wrote:
>
> I agree 100% with TJ! VERY strongly recommended. I have five scans that
> create and/or use ATC composites. Total run time is about 45 minutes per
> day. However, when I display the ATC symbols or use them in further
> analysis, response time is very fast.
>
> Note that this is a standard Data Warehouse methodology. Pre-aggregation
> and pre-processing of data can take a long time, but the user sees the
> processed results very quickly.
>
> Regards,
>
> Dan.
>
>
> -------------- Original message --------------
> From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
>
> Hello,
>
> You would need to check for Null values and/or use Nz (null to zero)
> because of the fact
> that if you don't have data for particular security Foreign() will give
> you null values at the beginning of the array.
>
> Personally I would advice using AddToComposite in a regular way (scan over
> entire database).
> This way you would arrive to correct results faster and with less code.
> This is so because plain scan
> with addtocomposite does not involve any loops therefore it is fast even
> if larger number of symbols is
> being analysed. Especially once your needs grow over time and you will
> want to calculate averages
> not only for few watchlists but also for some industry groups, etc.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
> ----- Original Message -----
> *From:* Ken Close <ken45140@xxxxxxxxx>
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Sent:* Wednesday, August 09, 2006 8:44 PM
> *Subject:* [amibroker] New Question on Watchlist Averages
>
> I have been making some progress using this code, I think from the help
> files and/or mentioned here on the list:
>
> function CreateAverageForWatchList( listnum )
> {
> // retrive comma-separated list of symbols in watch list
> list = CategoryGetSymbols( categoryWatchlist, listnum );
>
> Average = 0; // just in case there are no watch list members
>
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> f = Foreign( sym, "C" );
> if( i == 0 ) Average = f;
> else Average = Average + f;
> }
> return Average / i; // divide by number of components
> }
> I am creating averages of various watchlists and it is working....except
> for.....
>
> The resulting average is no longer than the watchlist member with the
> least or shortest amount of data.
> If I have 20 members, 19 of which have data going back into the early 90s
> but 1 member has data for the last 6 months, then the average which is
> created is only 6 months long.
>
> Is there any modification to the above code such that an average for each
> date will be created from which ever members have data for that date. In my
> example, I would get an average based on 19 members up until 6 months ago
> whereupon the average would be based on 20 members.
>
> Can this code do that? If not, how could the code be altered to accomplish
> that.
>
> Thanks to all who are trying to help me with this. Some of the other
> suggested approaches, using jscript (thanks Dan), etc, have been a little
> daunting and I was able to get the above to work until I discovered the
> truncated data (shortened average to the shortest list member).
>
> Ken
>
>
>
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