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Graham:
Many thanks for the specific code and discussion on this approach. I have
just completed a three watchlist test and it went flawlessly. This will
make my processing of the 25 or so sector watchlists I have very easy.
It remains a mystery to me what TJ does with the magic of his
programming....I had wondered how the ATC commands (which are driven by the
loop code) would process just the symbols of each watchlist after having
read thru all of the symbols in the database. If the first Watchlist
contains a Z symbol and then the second watchlist contains a W symbol, well,
it seemed like the data had to be "stored" someplace until the subsequent
ATC statements could go get them. Or worse, that the entire list would have
to be read again for each pass thru the loop (something TJ would never
allow).
I have 2 G of RAM but a system tray counter did not show any real decrease
in the free memory, and the hard drive only chattered once (5.25 minutes to
read 6200 symbols), then the drive winked for about 10 more seconds, I
assume while the remaining ATCs were completed.
Totally mysterious to me, and a testament to TJs programming expertise, but
irrelevant as long as I get the Composites automatically named and
calculated---and they were.
Again, I am very appreciative that you took the time to explain the code.
Thanks to the others who offered other suggestions. JScript and Batman
approaches are not needed here, although I will use the BatMan to process
some other code to update some rankings of the new sector averages.
Ken
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Graham
Sent: Wednesday, August 09, 2006 8:47 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] New Question on Watchlist Averages
to start with you only need to select last quotation=1. if all quotations
are selected then it will run through for every bar which is unnecessary.
Remember to also have a buy statement in the AFL so that you can scan. Just
Buy=1; will do.
AFL goes through completely for each symbol once. Each command is completed
before proceeding to the next line in the AFL
the if(inwatchlist(1)) is done then proceeds to the next if statement. when
completed it goes to next symbol
AFL will check if each IF statement is true for every symbol and add the
appropriate fields to the coomposite
The trick to finding average prices for a watchlist is in how you read the
data from the composite, not in how you input it. Simplest is to do as I
suggested. Just add in the prices and number to the composite and do the
math of averaging when you use the composite
AB does have the watchlists stored in its database and checks this listing
If you have selected not to pad to a reference symbol in the AA Settings
then if a symbol does not have data for a particular day it will not add
anything to the composite. This is why adding 1 to the field helps in
getting average fo what stocks were traded on that day
If you want to pad (say to an index that has data for every market day) it
will add the last traded close price and a 1 to the composites
here is a simple example, I also use the name of the watchlist in the
creation of the composites
Buy=1;//
if(InWatchList(0))
{
Comp = "~"+CategoryGetName(categoryWatchlist,0);
AddToComposite(C,Comp,"C");
AddToComposite(1,Comp,"I");
}
You can also loop through
for(w=0;w<63;w++)
{
if(InWatchList(w))
{
Comp = "~"+CategoryGetName(categoryWatchlist,w);
AddToComposite(C,Comp,"C");
AddToComposite(1,Comp,"I");
}
}
by selecting the composite symbol, here is the code for plotting
compavg = c/i;
plot(compavg,"Group Avg Price",colorgreen,styleline);
you can also do this for groups, industries or sectors etc
--
Cheers
Graham
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