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[amibroker] Re: Relative Performance Exploration



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The following code should give you an almost exact match to your 
sample table.

Pre-flight:
- Modify the formula below to substitute the name of the index symbol 
based on your data provider (e.g. change "SP-500" to "^NDX").

- Set up a watch list holding the symbols you want to work with, 
including the index itself. 

Exploration:
- In the AA window, set the filter to be your watchlist
- Set "n last days" to 1
- Click the "Explore" button.

Mike
----

IndexName = "SP-500";

SetForeign(IndexName);
IndexClose = Close;
IndexOldClose = Ref(Close, -20);
IndexPctDiff = IIF(IndexClose > IndexOldClose, 
(IndexClose/IndexOldClose - 1) * 100, (1 - IndexClose/IndexOldClose) 
* -100);
RestorePriceArrays();

OldClose = Ref(Close, -20);
PctDiff = IIF(Close > OldClose, (Close/OldClose - 1) * 100, (1 - 
Close/OldClose) * -100);

Filter = 1;

SetOption("NoDefaultColumns", True);
AddTextColumn(Name(), "Sym");
AddColumn(Close, "PR");
AddColumn(OldClose, "PR-20");
AddColumn(Close - OldClose, "$Diff");
AddColumn(PctDiff, "%Diff", 2.2);
AddColumn(PctDiff - IndexPctDiff, "%STKvsIDX", 2.2);
SetSortColumns(1);

--- In amibroker@xxxxxxxxxxxxxxx, "areehoi" <areehoi@xxx> wrote:
>
> 
> I've been attempting to find a formula (Exploration) the will show
> the relative performance of a Stock vs an Index or other indicator. 
> I've searched the AB Library , files section and Yahoo AB group but
> no luck.  If someone has such a formula/exploration It would be most
> appreciated if you would post or pass along.  Below is a 
spreadsheet of
> what I'm tying to achieve. It is for 20 bars of the Nasdaq100 (^NDX)
> vs some of the stocks in that list. Thanks for any ideas or help 
you may
> offer.
> 
> 
> 
> Dick H.
> 
> 
> 
> Sym
> 
> PR
> 
> PR-20
> 
> Diff$
> 
> %Diff
> 
> % STKvsIDX
> 
> ^NDX
> 
> 1972.54
> 
> 1997.02
> 
> -$24.48
> 
> -1.23%
> 
> 
> 
> AAPL
> 
> $185.64
> 
> $188.16
> 
> -$2.52
> 
> -1.34%
> 
> -0.11%
> 
> ADBE
> 
> $41.74
> 
> $40.44
> 
> $1.30
> 
> 3.21%
> 
> 4.44%
> 
> ADSK
> 
> $39.9
> 
> $39.67
> 
> $0.23
> 
> 0.58%
> 
> 1.81%
> 
> AKAM
> 
> $36.33
> 
> $37.94
> 
> -$1.61
> 
> -4.24%
> 
> -3.01%
> 
> ATVI
> 
> $33.8
> 
> $30.9
> 
> $2.90
> 
> 9.39%
> 
> 10.62%
> 
> YHOO
> 
> $26.4
> 
> $25.26
> 
> $1.14
> 
> 4.51%
> 
> 5.74%
>



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