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[amibroker] Re: Relative Performance Exploration



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Mike,
Great job well done.  I'm ecstatic over what you've done, as I've been
looking for this for several weeks. More later.

Dick Hoierman

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> 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, "$Diff");
> AddColumn(PctDiff, "%Diff", 2.2);
> AddColumn(PctDiff - IndexPctDiff, "%STKvsIDX", 2.2);
> SetSortColumns(1);
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "areehoi" <areehoi@> wrote:
> >
> > 
> > I've been attempting to find a formula (Exploration) the will show
> > the relative performance of a Stock vs an Index or other indicator. 
> > I've searched the AB Library , files section and Yahoo AB group but
> > no luck.  If someone has such a formula/exploration It would be most
> > appreciated if you would post or pass along.  Below is a 
> spreadsheet of
> > what I'm tying to achieve. It is for 20 bars of the Nasdaq100 (^NDX)
> > vs some of the stocks in that list. Thanks for any ideas or help 
> you may
> > offer.
> > 
> > 
> > 
> > Dick H.
> > 
> > 
> > 
> > Sym
> > 
> > PR
> > 
> > PR-20
> > 
> > Diff$
> > 
> > %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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