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Re: [amibroker] Re: ATC question



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Trading Reference Links

Hello,

If you are usign *intraday* data, you are going to have
lot of misalignment, unless you use "Pad And Align" to create
composite.  As a "reference ticker" you need to pick something
that does not have holes. It may be even artificial ticker created
programmatically as it was presented here in the past.
http://finance.groups.yahoo.com/group/amibroker/message/118336

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "dallen2507" <dallen1@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 06, 2008 10:41 PM
Subject: [amibroker] Re: ATC question


> TJ,
> I read about Foreign and changed code to use firstvisiblebar like 
> first plot in example 2 and tried again. For fasttrack daily data
> the plot was constant as I changed the current symbol. But for IQfeed
> hourly data ( what I really want to use ) the plot still changes.
> I'm not a programmer, and I'm not sure how to fix this. I only need 
> 5 days of hourly data. I Still need Help. 
> Thanks for your great support.
> Dan
> 
>>
>> Hello,
>> 
>> The plot may change if the currently selected symbol
>> has data holes or history length different than composite.
>> 
>> See the COMMENT to the docs on Foreign funciton
>> http://www.amibroker.com/f?foreign
>> for more details
>> 
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message ----- 
>> From: "dallen2507" <dallen1@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Sunday, July 06, 2008 4:28 AM
>> Subject: [amibroker] ATC question
>> 
>> 
>> > TJ
>> > I want to take the family average of a watchlist and then plot 
> the 
>> > family average and explore the results. I'm using the following 
> AFL.
>> > 
>> > // Hedge_Only.afl
>> > 
>> > // 1. (Task == 1)  In AA point to Watchlist to Hedge and Scan 
> with n 
>> > = 1 
>> > // 2. (Task == 2)  Set to current symbol for plot and explore
>> > 
>> > Task = Param("Task",1,1,2,1); 
>> > 
>> > if(Task == 1) // point to watchlist for fam average to hedge, 
> set 
>> > range n = 1, and Scan
>> > {
>> > Buy = 1; Sell = Short = Cover = 0;// need for scan
>> > Change = ROC(C,1)/100;
>> > AddToComposite(Change,"~Change","X");
>> > AddToComposite(1 , "~Counter","X"); // No of Stks
>> > } // end of Task == 1
>> > 
>> > if(Task == 2) // Hedge and Plot and Explore
>> > {
>> > FamChange = Foreign("~Change","X");
>> > NoStks = Foreign("~Counter","X");
>> > NoStks = IIf(NoStks > 0,NoStks,1);
>> > AvgChange = FamChange/NoStks ;
>> > CumSum =Cum(log(AvgChange + 1));
>> > FamAvgL = exp(CumSum); // fam avg of long watchlist for hedging
>> > 
>> > Plot(FamAvgL, "BH FamAvg",colorBlack,styleLine|styleThick );
>> > 
>> > Filter = 1;
>> > AddColumn(FamAvgL,"BH ");
>> > 
>> > } // end of Task == 2
>> > 
>> > After scanning the watchlist using task == 1, I switch to Task 
> == 2
>> > and explore.
>> > The problem is the plot changes when I change the current symbol.
>> > WHY?
>> > How am I suppose to do this?
>> > Dan
>> > 
>> > 
>> > 
>> > ------------------------------------
>> > 
>> > 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
>> > Yahoo! Groups Links
>> > 
>> > 
>> >
>>
> 
> 
> 
> ------------------------------------
> 
> 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
> Yahoo! Groups Links
> 
> 
> 

------------------------------------

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