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[amibroker] Re: Relative Performance Exploration



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Dick, Glad I could help.
And thanks too, Grant, for your comments :)

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "areehoi" <areehoi@xxx> wrote:
>
> 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@> 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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