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Re: [amibroker] Re: Relative Performance Exploration



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Great service Mike! You rock!! G

Mike wrote:
> 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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> 
> To get support from AmiBroker please send an e-mail directly to 
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> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> 
> 
> 
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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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