Re: [amibroker] Re: Trouble trying to compare industry and market ..., AmiBroker Email List Archive

2008/2/15, vlanschot <vlanschot@xxxxxxxxx>:

Assuming you know which industry-index (i.e. ticker) belongs to the
particular industry (i.e. IndustryID()), and it is already as a
ticker available in your DBase, it is simple:

if (IndustryID(1)=="Energy") IndustryIndex = Foreign("S&PEnergy","C");
else if (IndustryID(1)=="Materials") IndustryIndex = Foreign
("S&PEnergy","C");

etc.

Same with MarketID.

But I may misinterpret your requirements.

PS
--- In amibroker@xxxxxxxxxxxxxxx, "louisprefontaine" <rockprog80@xxx>
wrote:
>

> Anyone can help me?
>
> Yhis should not be complicated for someone who knows AFL more than
me.
>
> I am looking for:
>
>
> variablea = //get the marketID
> variableb = //get the industryID
>
> That's about it.
>
> Thanks,
>
> Louis
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine" <rockprog80@>
> wrote:
> >
> > Hi,
> >
> > Hmm... Maybe I am not clear enough, or what I am saying is
confusing. I
> > will try to explain it another way.
> >
> > Right now when I choose a stock, I can decide the market, the
> industry, and
> > the sector. As an example, AA is in the NYSE and I chose the
composite
> > index indu.x for that market. And YHOO is in the Nasdaq and I
chose
> > comp.xfor the Nasdaq. I have absolutely no problem getting those
> > index and do
> > whatever I need I have to do with them. My problem is that I
can't
> get the
> > industry or sector index. Per example, AEM is in NYSE but I want
to
> compare
> > DJI with GLD along with the stock. Right now I can't do it. I
can
> get the
> > base market index, but not the industry index.
> >
> > I already wrote this code
> >
> > Ticker = GetBaseIndex(); // plot industry, need to create
composite
> > sectors
> >
> > TickerName = IndustryID(1);
> >
> > TickerClose = Foreign( Ticker, "close" );
> >
> > for( i = 0; ( symbol = StrExtract( Ticker, i ) ) != ""; i++ )
> > {
> > fc = Foreign( ticker, "C" );
> > }
> >
> > PlotGrid( 0, colorYellow );
> >
> > _N( Title = "{{NAME}} - Relative Performance [%]: {{VALUES}}" );
> >
> > ticker= ( 100 * ( fc - Ref( fc, -10 ))/Ref (fc,-10)) ;
> > Current= ( 100 * ( C - Ref (Close, -10) ) / Ref (Close, -10)) ;
> >
> > and what I need is a way to get a variable (let's say fc1... or
ticker1)
> > that would represent the sector/industry index already linked to
the
> stock.
> > So all I need is a way to get to that industry/sector index to be
> able to
> > assign it to a variable and then use that variable and write, as
an
> example:
> >
> > ticker1= ( 100 * ( fc1 - Ref( fc1, -10 ))/Ref (fc1,-10)) ;
> >
> > I don't understand how to get both the market index and the
> sector/industry
> > index.
> >
> > Thank you very much for helping me with this issue. I am still
learning
> > (got a long way to go) but reading you guys sure helps me.
> >
> > Louis
> >
> >
> >
> >
> >
> >
> >
> > 2008/2/13, gmorlosky <gmorlosky@>:
> > >
> > > Maybe this will help:
> > >
> > > // AccuTrack Compares performance of two securities
> > > // The basic idea is to switch between the two securities
> > > // AccuTrack was developed by FastTrack (http://fasttrack.net)
> > >
> > > // Following is the Indicator Builder Formula
> > >
> > > fnd = Name();
> > > ind = "FDRXX"; // FDRXX is money market fund, so the comparison
> > > is done with cash.
> > > fund = Foreign(fnd, "Close");
> > > index = Foreign(ind, "Close");
> > >
> > > fast = 6;
> > > slow = 24;
> > > RawAT = EMA((EMA(ROC(fund,1), slow) - EMA(ROC
(index,1),slow)),fast);
> > > tradeAccuTrack = RawAT * 265;
> > > Plot(tradeAccuTrack, "tradeAccuTrack", colorBlue, styleLine);
> > >
> > > Title = Date()
> > > + " Trade AccuTrack of "
> > > + fnd
> > > +" / "
> > > + ind
> > > + " = " + WriteVal(tradeAccuTrack, 1.2) + " ";
> > >
> > > GraphXSpace = 2;
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, "Louis
> > > Préfontaine"
> > > <rockprog80@> wrote:
> > > >
> > > > Hi,
> > > >
> > > > I thought about this, but I want something more systemic.. I
mean:
> > > I want to
> > > > build indicators based on that so I don't want to have to
change
> > > the indexes
> > > > manually each time. I would like to have thev base index +
> > > industry/sector
> > > > index automatically for each stock...
> > > >
> > > > Sorry if I am not clear enough; english is not my first
language.
> > > >
> > > > Thanks for your help!
> > > >
> > > > Louis
> > > >
> > > > 2008/2/13, wavemechanic <timesarrow@>:
> > > > >
> > > > > *If I understand correctly, how about something along the
> > > lines of the
> > > > > following for the visible bars using paramstr() (don't
think I
> > > left anything
> > > > > out but modify to do what you want):*
> > > > > **
> > > > > *status("barvisible"); //all have to have at least as many
bars
> > > as base or
> > > > > reduce time (# bars)*
> > > > > *firstvisbar = status("firstvisiblebar");*
> > > > > *list = paramstr("list", ^xau, ^gld, nem, ... );*
> > > > > *plot(100 * (c - c[firstvisbar])/c[firstvisbar], name(),
> > > colorwhite);*
> > > > > *for(i = 0, (symbol = strextract(list, i) != "", i++)*
> > > > > *{*
> > > > > * forsym = foreign(symbol, "C");*
> > > > > * if(! isnull(forsym[0]))*
> > > > > * {*
> > > > > * plot(100 * (forsym - forsym[firstvisbar]) ..... *
> > > > > * }*
> > > > > *}*
> > > > > **
> > > > > *Bill*
> > > > > **
> > > > >
> > > > > **
> > > > > ----- Original Message -----
> > > > >
> > > > > **
> > > > > *From:* Louis Préfontaine <rockprog80@>
> > > > > *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>
> > > > > *Sent:* Wednesday, February 13, 2008 11:44 AM
> > > > > *Subject:* Re: [amibroker] Re: Trouble trying to compare
industry
> > > and
> > > > > market ...
> > > > >
> > > > > Hi,
> > > > >
> > > > > I am using DTN.
> > > > >
> > > > > Whatever the other source, that was only an example. I want
to
> > > compare a
> > > > > base index (Dow Jones, Nasdaq, etc.) with a sector/industry
index
> > > (XAU, GLD,
> > > > > etc.) and with the actual stock.
> > > > >
> > > > > I am already able to compare the stock with the base index
> > > > >
> > > > > (with the following formla:
> > > > >
> > > > > Ticker = GetBaseIndex(); // plot industry, need to create
> > > composite
> > > > > sectors
> > > > >
> > > > > TickerName = IndustryID(1);
> > > > >
> > > > > TickerClose = Foreign( Ticker, "close" );
> > > > >
> > > > > for( i = 0; ( symbol = StrExtract( Ticker, i ) ) != "";
i++ )
> > > > > {
> > > > > fc = Foreign( ticker, "C" );
> > > > > }
> > > > >
> > > > > PlotGrid( 0, colorYellow );
> > > > >
> > > > > _N( Title = "{{NAME}} - Relative Performance [%]:
{{VALUES}}" );
> > > > >
> > > > > ticker= ( 100 * ( fc - Ref( fc, -10 ))/Ref (fc,-10)) ;
> > > > > Current= ( 100 * ( C - Ref (Close, -10) ) / Ref (Close, -
10)) ;
> > > > >
> > > > > )
> > > > >
> > > > > but for some reasons I just don't know how to add a sector
index
> > > to the
> > > > > thing so I can get a third graph...
> > > > >
> > > > > Louis
> > > > >
> > > > >
> > > > >
> > > > > 2008/2/13, dingo <dingo@>:
> > > > > >
> > > > > > what data source are you using?
> > > > > >
> > > > > > d
> > > > > >
> > > > > > ------------------------------
> > > > > > *From:* amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>
> > > [mailto:amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>] *On
> > > > > > Behalf Of *Louis Préfontaine
> > > > > > *Sent:* Wednesday, February 13, 2008 11:19 AM
> > > > > > *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>
> > > > > > *Subject:* Re: [amibroker] Re: Trouble trying to compare
> > > industry and
> > > > > > market ...
> > > > > >
> > > > > > Hi,
> > > > > >
> > > > > > Thanks for your help!
> > > > > >
> > > > > > I scanned the whole user guide but I think I am missing
some
> > > insight on
> > > > > > this. The guide explains how to use the relativestrength
or
> > > foreign, but I
> > > > > > just didn't see any example how to actually assign a
variable
> > > for BOTH the
> > > > > > marketid and the industry or sector. I have no trouble
> > > assigning a variable
> > > > > > to the base index, but I just can't use both
industry/sector
> > > and base index
> > > > > > at the same time. That's why I was wondering if anybody
knew
> > > how to do this
> > > > > > and could show me an example of how to do it.
> > > > > >
> > > > > > Thanks!
> > > > > >
> > > > > > Louis
> > > > > >
> > > > > > 2008/2/13, wavemechanic <timesarrow@>:
> > > > > > >
> > > > > > > *The Users Guide and Library might provide some help.
For
> > > example:
> > > > > > > *
> > > > > > > **
> > > > > > > *http://www.amibroker.com/guide/afl/afl_view.php?id=123*
> > > > > > > **
> > > > > > > *http://www.amibroker.com/library/detail.php?id=294*
> > > > > > > **
> > > > > > > *Bill*
> > > > > > > **
> > > > > > > **
> > > > > > > *----- Original Message ----- *
*From: "louisprefontaine" <**
> > > > > > > rockprog80@* <rockprog80@>*>*
> > > > > > > *To:
> <**amibroker@xxxxxxxxxxxxxxx<%2A%2Aamibroker%40yahoogroups.com>*
> > >
> > > <amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>>*>*
> > > > > > > *Sent: Wednesday, February 13, 2008 10:55 AM*
> > > > > > > *Subject: [amibroker] Re: Trouble trying to compare
industry
> > > and
> > > > > > > market ...*
> > > > > > > *
> > > > > > > *
> > > > > > > *> Maybe my last message was not clear, so I will try to
> > > explain
> > > > > > > better.
> > > > > > > >
> > > > > > > > I know how to use the getbaseindex() to get the base
index
> > > (DJ, or
> > > > > > > > comp, etc.) for each of the stocks, and to apply a
formula
> > > on that
> > > > > > > > index. But what I really want to do is to get BOTH the
> > > base index
> > > > > > > for
> > > > > > > > the stock AND the industry or sector index, as to
compare
> > > the
> > > > > > > > industry/sector index with the base index and with the
> > > stock. I am
> > > > > > > > looking for 3 informations there to compare one to
each
> > > other.
> > > > > > > >
> > > > > > > > If anyone could help me with this issue, maybe by
telling
> > > me how I
> > > > > > > > could write such code to get both index and industry
or
> > > sector, I
> > > > > > > > would greatly appreciate.
> > > > > > > >
> > > > > > > > I tried to search through all the information in the
group
> > > in the
> > > > > > > last
> > > > > > > > years, but found no answer to my question.
> > > > > > > >
> > > > > > > > Thank you very much!
> > > > > > > >
> > > > > > > > Louis
> > > > > > > >
> > > > > > > > --- In
> **amibroker@xxxxxxxxxxxxxxx<%2A%2Aamibroker%40yahoogroups.com>*
> > >
> > > <amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>>
> > > > > > > *, "louisprefontaine" <rockprog80@>* *
> > > > > > > > wrote:
> > > > > > > >>
> > > > > > > >> Hi,
> > > > > > > >>
> > > > > > > >> I am a newbie with Amibroker as well as on this
board, but
> > > I have
> > > > > > > some
> > > > > > > >> talent for learning and am trying to learn to write
code
> > > really
> > > > > > > hard.
> > > > > > > >> So far, I had no problem that did not have a
solution.
> > > > > > > >>
> > > > > > > >> But now this is something that I don't understand. I
want
> > > to
> > > > > > > compare
> > > > > > > >> a market indicator (such as the Dow Jones) and a
sector
> > > indicator
> > > > > > > >> (such as the mining index).
> > > > > > > >>
> > > > > > > >> Here is the code I wrote so far (I know it's messy;
I'm
> > > still
> > > > > > > learning)
> > > > > > > >>
> > > > > > > >>
> > > > > > > >>
> > > > > > > >
> > > > > > > --------------------------------------------------------
--
> > > ----------------------------------------------------------
> > > --------------------------------------------
> > > > > > > >>
> > > > > > > >> Ticker = GetBaseIndex(); // plot industry, need to
create
> > > composite
> > > > > > > >> sectors
> > > > > > > >>
> > > > > > > >> TickerName = IndustryID(1);
> > > > > > > >>
> > > > > > > >> TickerClose = Foreign( Ticker, "close" );
> > > > > > > >>
> > > > > > > >>
> > > > > > > >> for( i = 0; ( symbol = StrExtract( Ticker, i ) ) !
= "";
> > > i++ )
> > > > > > > >> {
> > > > > > > >> fc = Foreign( ticker, "C" );
> > > > > > > >> }
> > > > > > > >>
> > > > > > > >> PlotGrid( 0, colorYellow );
> > > > > > > >>
> > > > > > > >>
> > > > > > > >> _N( Title = "{{NAME}} - Relative Performance [%]:
> > > {{VALUES}}" );
> > > > > > > >>
> > > > > > > >> ticker= ( 100 * ( fc - Ref( fc, -10 ))/Ref (fc,-
10)) ;
> > > > > > > >> Current= ( 100 * ( C - Ref (Close, -10) ) / Ref
(Close, -
> > > 10)) ;
> > > > > > > >>
> > > > > > > >>
> > > > > > > >>
> > > > > > > >
> > > > > > > --------------------------------------------------------
--
> > > ----------------------------------------------------------
> > > ----------------------------------------------------------
> > > ------------------
> > > > > > > >>
> > > > > > > >> Basically, all I want to do is to add the Industry
index
> > > along with
> > > > > > > >> the Market index which is what is displayed right
now.
> > > Anybody
> > > > > > > would
> > > > > > > >> know how to do this? I tried to experiment with
> > > getbaseindex and
> > > > > > > >> industry() and things like that but I got no way to
add
> > > both
> > > > > > > >> marketid(0) and industryid (0) in the same piece of
code.
> > > > > > > >>
> > > > > > > >> Thanks!!
> > > > > > > >>
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > *
> > > > > > > *> 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 NEW RELEASE ANNOUNCEMENTS and other news always
check
> > > DEVLOG:
> > > > > > > >
> > >
**http://www.amibroker.com/devlog/*<http://www.amibroker.com/devlog/>
> > > > > > > *>
> > > > > > > > For other support material please check also:
> > > > > > > >
> > >
**http://www.amibroker.com/support.html*<http://www.amibroker.com/supp
> > > ort.html>
> > > > > > > *>
> > > > > > > > Yahoo! Groups Links
> > > > > > > >
> > > > > > > >
> > > > > > > > **mailto:amibroker-
> > > fullfeatured@xxxxxxxxxxxxxxx <fullfeatured%40yahoogroups.com>*<
> > >
> amibroker-fullfeatured@xxxxxxxxxxxxxxx<amibroker-fullfeatured%
40yahoogroups.com>
> > > >
> > > > > > > *>
> > > > > > > >
> > > > > > > >
> > > > > > > > --
> > > > > > > > No virus found in this incoming message.
> > > > > > > > Checked by AVG Free Edition.
> > > > > > > > Version: 7.5.516 / Virus Database: 269.20.4/1275 -
Release
> > > Date:
> > > > > > > 2/12/2008 3:20 PM
> > > > > > > >
> > > > > > > >*
> > > > > > >
> > > > > > >
> > > > > >
> > > > > ------------------------------
> > > > >
> > > > > No virus found in this incoming message.
> > > > > Checked by AVG Free Edition.
> > > > > Version: 7.5.516 / Virus Database: 269.20.4/1275 - Release
Date:
> > > 2/12/2008
> > > > > 3:20 PM
> > > > >
> > > > >
> > > > >
> > > >
> > >
> > >
> > >
> >
>