|
PureBytes Links
Trading Reference Links
|
I have a need to
produce a csv from the AA results which show a variety of monthly stats on
equity curves, or even fund or index symbols. Things like the total number
of months the symbol was up for the month, or down for the month,
etc.
I produced this
snippit of test code which seems to do the job ok, but I am wondering if there
is an easier and better way. I am only showing a couple of stats here but
I have to make a whole list of monthly stats.
Two questions for
those willing and interested in commenting:
1. Is there a
better more efficient way of doing this either with or without loops? (It
seems this approach without loops would be faster---(???) )
2. My several
attempts at using different time frame commands (inMonthly for example) did not
produce anything. Can someone tell me if this is a place to
use SetTimeFrame(inMonthly) and if so, how would the code below be modified
to make it work. I have read and reread the Help files on this, and
experimented to no avail, but obviously am missing a key piece of
understanding.
Here is the code
snippit that works:
Thanks for any
comments:
Ken
Price = C;
Mnth = Month();
Nmnth = Mnth !=
Ref(Mnth,-1);
LmPrice = ValueWhen(Nmnth,Price,2);
ThisMP = ValueWhen(Nmnth,Price,1);
MnGain = 100 * (ThisMP - LmPrice)/LmPrice;
Per = LastValue(Cum(1));
MarkUp =
MnGain>0 AND
Nmnth;
MarkDn = MnGain<0 AND Nmnth;
Up = IIf(Markup,1,0);
Dn = IIf(Markdn,1,0);
UpMnths = Sum(Up,Per);
DnMnths = Sum(Dn,Per);
// Set to n =1 days
Filter = 1;//Nmnth;
Col = IIf(Nmnth,colorPink,colorDefault);
AddColumn(Price,"Price",1.2,colorDefault,Col,50);
AddColumn(LmPrice,"LmPrice",1.2,colorDefault,Col,50);
AddColumn(Per,"Per",1.0);
AddColumn(Up,"Up",1.0);
AddColumn(UpMnths,"UpMnths",1.0,colorDefault,Col,70);
AddColumn(DnMnths,"DnMnths",1.0,colorDefault,Col,70);
__._,_.___
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
![]()
__,_._,___
|