[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Trouble trying to compare industry and market ...



PureBytes Links

Trading Reference Links

Hi Brian,

I am already able to compare one stock with one base index; the only thing I can't do is add the industry or sector index to that. 

I already have a variable for the stock and for the index.

//fc is for the index

ticker= ( 100 * ( fc - Ref( fc, -10 ))/Ref (fc,-10)) ;
Current= ( 100 * ( C - Ref (Close, -10) ) / Ref (Close, -10)) ;à

Basically, all I want is to add a third variable which would take the industryID or sectorID so I would be able to add it to the package.

You are right; if I was more fluent in English probably the first time everyone would have said "ahah!" and you would have understood then how easy it should be for people who know how AFL works.  I am sure this is easy; I just don't get it...yet!


Thanks!

Louis


2008/2/15, brian_z111 <brian_z111@xxxxxxxxx>:

Hello Louis,

Understandably language makes it harder - just like when I was in
France.

The main problem I think is that you are mixing two ideas and the
second one is a little more complex. Also you are switching between
them so it makes it harder for people to follow.

1) You want to plot, for example, S&P500 (Market), ^XAU (Gold Index)
and ABX (stock e.g. Barrick Gold) on one chart for comparison.

2) When you plot the stock you want the corresponding Index and
Stock to Market to automatically plot.

Is that correct?

If so - can you do step 1?

I think Bill gave you a workable answer for step 1?

Yes,step2 can be done - probably a few ways but maybe the forum won't
come up with the super deluxe version - I don't know.

Also - you must have seen these.

http://www.amibroker.com/guide/afl/afl_view.php?id=96

http://www.amibroker.com/guide/afl/afl_view.php?id=134

I don't know if I will try step 2 or not.

brian_z

--- 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
> > > > >
> > > > >
> > > > >
> > > >
> > >
> > >
> > >
> >
>


__._,_.___

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/

For other support material please check also:
http://www.amibroker.com/support.html




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___