|
PureBytes Links
Trading Reference Links
|
I wrote an Exploration version without all the graphics code using Tomasz's exact calculation logic. Progster modified it for end of month to end of month. The end result can be found here:
http://www.codefortraders.com/phpBB3/viewtopic.php?f=60&t=190
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "bh.hicks" <bh.hicks@xxx> wrote:
>
> Oceanchimes,
> I did see that when researching everything but it seemed overly complex for what I thought was an easy task but I will revisit it. I think I just need to come back at this when fresh. Long day and I am spent. Thank you.
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "oceanchimes" <oceanchimes@> wrote:
> >
> > Hi,
> > I'm not sure this is exactly what you want, however TJ posted this on the Knowledge Base and some smart types have modified some. I think this is almost the same as the original and give ideas to solve you requirement.
> > F
> >
> > // Yearly/monthly profit chart
> >
> > /* Low-level gfx example: Yearly/monthly profit chart
> >
> > The code below is an little bit more complex example of Low Level Graphics
> > functions (see http://www.amibroker.com/guide/a_lowlevelgfx.html)
> >
> > It allows to display the following charts:
> >
> > 1. yearly/monthly profit table
> > 2. yearly profit bar chart
> > 3. monthly profit bar chart
> > 4. average monthly profit bar chart
> >
> > The type of chart is switchable from Parameters dialog.
> >
> > It should be applied to ~~~Equity - portfolio Equity symbol
> > (so it only produces output if you run backtest before using it).
> > */
> > FixedEq = ParamToggle("Equity or Capital?","Open|Fixed",1);
> >
> > SetBarsRequired(1000000,1000000);
> > Eq = Foreign("~~~Equity", "C" );
> >
> > yr = Year();
> > mo = Month();
> >
> > YearChange = yr != Ref( yr, -1 );
> > MonChange = mo != Ref( mo, -1 );
> >
> > FirstYr = 0;
> > LastYr = 0;
> >
> > startbar = 0;
> >
> > ////////////////////////////
> > // SKIP non-trading bars
> > ////////////////////////////
> > for( i=0; i < BarCount; i++ )
> > {
> > if( Eq[i] )
> > {
> > startbar = i;
> > break;
> > }
> > }
> > //////////////////////////////////////////////
> > // collect yearly / monthly changes in equity
> > // into dynamic variables
> > //////////////////////////////////////////////
> > RefYrValue = Eq[ Startbar ];
> > RefMoValue = Eq[ startbar ];
> >
> > LastYrValue = Eq[ startbar ];
> > LastMoValue = Eq[ startbar ];
> >
> > MaxYrProfit = MinYrProfit = 0;
> > MaxMoProfit = MinMoProfit = 0;
> >
> > for( i=startbar+1; i<BarCount; i++ )
> > {
> > if( YearChange[i] || i == BarCount-1 )
> > {
> > if( !FixedEq ) { RefYrValue = LastYrValue; }
> > else { RefYrValue = Eq[startbar]; }//keeps Initial Equity
> >
> > Chg = 100 * ( Eq[i] - LastYrValue ) / RefYrValue;
> > VarSet("ChgYear"+ yr[i-1], Chg );//year chg each year
> >
> > MaxYrProfit = Max( MaxYrProfit, Chg );
> > MinYrProfit = Min( MinYrProfit, Chg );
> >
> > if( FirstYr == 0 ) FirstYr = yr[i-1];
> > LastYr = yr[i];
> >
> > LastYrValue = Eq[i];
> > }
> >
> > if( MonChange[i] || i == BarCount-1 )
> > {
> > mon = mo[i-1];
> >
> > if( !FixedEq ) { RefMoValue = LastMoValue; }
> > else { RefMoValue = Eq[startbar]; }//keeps Initial Equity
> >
> > Chg = 100 * ( Eq[i] - LastMoValue )/ RefMoValue;
> >
> > VarSet("ChgMon" + yr[i-1] + "-" + mon, Chg );//month chg each year
> > VarSet("SumChgMon"+ mon, Chg + Nz( VarGet("SumChgMon"+ mon ) ) );
> > VarSet("SumMon" + mon, 1 + Nz( VarGet("SumMon"+ mon ) ) );
> >
> > MaxMoProfit = Max( MaxMoProfit, Chg );
> > MinMoProfit = Min( MinMoProfit, Chg );
> >
> > LastMoValue = Eq[i];
> >
> > }
> > }
> > /////////////////////////////////////////////////
> > // Drawing code & helper functions
> > ////////////////////////////////////////////////
> >
> > GfxSetOverlayMode(2);
> >
> > CellHeight = (Status("pxheight")-1)/(LastYr - FirstYr + 3 );
> > CellWidth = (Status("pxwidth")-1)/14;
> > GfxSelectFont( "Tahoma", 8.5 );
> >
> > GfxSetBkMode(1);
> >
> > YOffset = 25;
> > XOffset = 10;//15;
> >
> > width = Status("pxwidth") - 4 * XOffset;
> > height = Status("pxheight") - 2 * YOffset;
> >
> > //--------------------------------------------------------------------------------
> > function PrintInCell( string, row, Col )
> > {
> > Color = ColorRGB( IIf( row == 0 || col == 0 || col == 13, 220, 255 ), 255,
> > IIf( row % 2, 255, 220 ) );
> > GfxSelectSolidBrush( color );
> > GfxRectangle( Col * CellWidth,
> > row * CellHeight, (Col +1) * CellWidth+1,
> > (row+1 ) * CellHeight+1);
> > GfxDrawText( string, Col * CellWidth+1,
> > row * CellHeight+1,
> > (Col+1) * CellWidth, (row+1) * CellHeight, 32+5 );
> > }
> >
> > //--------------------------------------------------------------------------------
> > function DrawBar( text, txtLabel, bar, numbars, y, Miny, Maxy )
> > {
> > BarWidth = (Status("pxwidth") - 4 * XOffset )/( numbars+1 );
> > BarHeight = Status("pxheight") - 2 * YOffset;
> > relpos = ( y - Miny ) / (Maxy - Miny );
> >
> > xp = XOffset + ( bar+0.5 ) * BarWidth;
> > yp = YOffset + BarHeight * ( 1-relpos );
> > xe = XOffset + ( bar+1 ) * BarWidth;
> > ye = YOffset + BarHeight * ( 1 - ( -miny )/( maxy - miny ) );
> >
> > if( y>0 )
> > {
> > GfxGradientRect( xp, yp,
> > xe , ye,
> > ColorHSB(70, 255*relpos, 255), ColorHSB(70, 20, 255) );
> > }
> > else
> > {
> > GfxGradientRect( xp, ye,
> > xe , yp,
> > ColorHSB(0, 20, 255), ColorHSB(0, 255*(1-relpos), 255) );
> > }
> > //draw bar labels along x-axis
> > GfxSetTextColor(colorGreen);
> > GfxTextOut( text, xp, ye );
> >
> > //draw bar% values
> > if( y<0 )
> > {
> > GfxSetTextColor(colorRed);
> > GfxTextOut( StrFormat("%.2f", y ), xp, yp );
> > }
> > else
> > {
> > GfxTextOut( StrFormat("%.2f", y ), xp, yp-YOffset/2 );
> > }
> >
> > //draw X-label along the very bottom underneath boxed area
> > if( txtLabel != "" )
> > {
> > GfxSelectFont( "Tahoma", 10, 580 );
> > GfxSetTextColor(colorGreen);
> > GfxTextOut( txtLabel, xp, XOffset + Height + YOffset);
> > GfxSelectFont( "Tahoma", 8.5 );
> > }
> > }
> >
> > //--------------------------------------------------------------------------------
> > function DrawLevels( Miny, Maxy )
> > {
> > range = Maxy - Miny;
> >
> > grid = 100;
> > if( range < 10 ) grid = 1;
> > else
> > if( range < 20 ) grid = 2;
> > else
> > if( range < 50 ) grid = 5;
> > else
> > if( range < 100 ) grid = 10;
> > else
> > if( range < 200 ) grid = 20;
> > else
> > if( range < 500 ) grid = 50;
> >
> > _TRACE("grid = "+grid +" range "+range );
> >
> > GfxSelectPen( colorWhite, 1, 2 );
> > //draws the grid lines
> > for( y = grid * ceil( Miny/grid ); y <= grid * floor( Maxy/grid ); y += grid )
> > {
> > yp = YOffset + Height * ( 1 - ( y - Miny ) / (Maxy - Miny ) );
> >
> > GfxMoveTo( XOffset, yp );
> > GfxLineTo( XOffset + width , yp );
> > GfxTextOut( ""+ y, XOffset + 2 + width, yp );
> > }
> > //draws the box around the chart area
> > GfxSelectPen( colorWhite, 1, 0 );
> > GfxMoveTo( XOffset, YOffset ); //move to top/left
> > GfxLineTo( XOffset + width, YOffset ); //line to top/right
> > GfxLineTo( XOffset + width, YOffset + Height ); //line to bottom/right
> > GfxLineTo( XOffset , YOffset + Height ); //line to bottom/left
> > GfxLineTo( XOffset , YOffset ); //line to top/left
> > }
> >
> > //--------------------------------------------------------------------------------
> > MonthNames = "Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec";
> >
> > //--------------------------------------------------------------------------------
> > function DisplayProfitTable()
> > {
> > Header = "Year,"+MonthNames+",Yr Profit%";
> > for( Col=0; (Colname = StrExtract( Header, Col ) ) != ""; Col++ )
> > {
> > PrintInCell( ColName, 0, Col );
> > }
> >
> > Row = 1;
> > for( y=FirstYr; y <= LastYr; y++ )
> > {
> > PrintInCell( StrFormat("%g", y ), Row, 0 );
> > PrintInCell( StrFormat("%.1f%%", VarGet("ChgYear" + y ) ), Row, 13 );
> > for( m = 1; m <= 12; m++ )
> > {
> > Chg = VarGet("ChgMon" + y + "-" + m);
> > if( Chg )
> > PrintInCell( StrFormat("%.1f%%", Chg ), Row, m );
> > else
> > PrintInCell( "N/A", Row, m );
> > }
> > Row++;
> > }
> >
> > PrintInCell("Mon. Avg", Row, 0 );
> > for( m=1; m <= 12; m++ )
> > {
> > PrintInCell( StrFormat("%.1f%%",
> > Nz( VarGet("SumChgMon"+m) / VarGet("SumMon"+m) ) ), Row, m );
> > }
> > }
> >
> > //--------------------------------------------------------------------------------
> > function DisplayYearlyProfits()
> > {
> > Bar = 0;
> > for( y=FirstYr; y <= LastYr; y++ )
> > {
> > Chg = VarGet("ChgYear" + y );
> > DrawBar(""+y, "", Bar++, (LastYr - FirstYr +1), Chg, MinYrProfit, MaxYrProfit);
> > }
> > GfxSelectFont( "Tahoma", 12, 580 );
> > GfxTextOut("Yearly % Profit chart", 10, 0 );
> > GfxSelectFont( "Tahoma", 8.5 );
> >
> > DrawLevels( MinYrProfit, MaxYrProfit );
> > }
> >
> > //--------------------------------------------------------------------------------
> > function DisplayMonthlyProfits(YrOff, NumYrs)
> > {
> > Bar = 0;
> > MoXLbl = "";
> > dspStartYr = Min(FirstYr + YrOff, LastYr);
> > dspEndYr = Min(FirstYr + YrOff + NumYrs - 1, LastYr);
> >
> > //determine monthly min/max for the displayed range
> > MinMoProfit = MaxMoProfit = 0;
> > for( y = dspStartYr; y <= dspEndYr; y++ )
> > {
> > for( m=1; m<=12; m++ )
> > {
> > Chg = VarGet("ChgMon" + y + "-" + m);
> >
> > if( abs( Nz(Chg) ) > 0 )
> > { MaxMoProfit = Max( MaxMoProfit, Chg );
> > MinMoProfit = Min( MinMoProfit, Chg ); }
> > }
> > }
> >
> > for( y = dspStartYr; y <= dspEndYr; y++ )
> > {
> > for( m=1; m<=12; m++ )
> > {
> > if( m==1 ) { YrXLbl = "" + y; } else { YrXLbl = ""; }
> >
> > MoXLbl = StrLeft( StrExtract(MonthNames, m-1 ), 3*(3/(NumYrs)) );
> > TotMos = 12*(dspEndYr - dspStartYr + 1);
> >
> > Chg = VarGet("ChgMon" + y + "-" + m);
> > DrawBar( MoXLbl, YrXLbl, Bar++, TotMos, Chg, MinMoProfit , MaxMoProfit );
> > }
> > }
> > GfxSelectFont( "Tahoma", 12, 580 );
> > GfxSetTextColor( colorGreen );
> > GfxTextOut("Monthly % Profit chart", 10, 0 );
> > GfxSelectFont( "Tahoma", 8.5 );
> >
> > DrawLevels( MinMoProfit , MaxMoProfit );
> > }
> >
> > //--------------------------------------------------------------------------------
> > function DisplayAvgMonthlyProfits()
> > {
> > Bar = 0;
> >
> > MinAvgProf = MaxAvgProf = 0;
> > for( y=1; y <= 12; y++ )
> > {
> > Chg = VarGet("SumChgMon" + y ) / VarGet("SumMon" + y );
> > MinAvgProf = Min( MinAvgProf, Chg );
> > MaxAvgProf = Max( MaxAvgProf, Chg );
> > }
> >
> > for( y=1; y <= 12; y++ )
> > {
> > Chg = VarGet("SumChgMon" + y ) / VarGet("SumMon" + y );
> > DrawBar(StrExtract(MonthNames, y-1), Bar++, 13, Chg, MinAvgProf, MaxAvgProf,"");
> > }
> > GfxSelectFont( "Tahoma", 12, 580 );
> > GfxTextOut("Avgerage Monthly % Profit chart", 10, 0 );
> > GfxSelectFont( "Tahoma", 8.5 );
> >
> > DrawLevels( MinAvgProf , MaxAvgProf );
> > }
> >
> > ///////////////////////////
> > // This function checks if currently selected symbol
> > // is portfolio equity
> > //////////////////////////
> > function CheckSymbol()
> > {
> > if( Name() != "~~~EQUITY" )
> > {
> > GfxSelectFont( "Tahoma", 20 );
> > GfxSetBkMode( 2 );
> > GfxTextOut("For accurate results switch to ~~~EQUITY symbol", 10, 10 );
> > }
> > }
> >
> > ////////////////////////////
> > // Main program - chart type switch
> > ////////////////////////////
> > type = ParamList( "Chart Profit Type", "Table|Yearly|Monthly|Avg. Monthly", 1 );
> > dspStart = Param( "Shift Display #Yrs later", 0, 0, 30, 1 );
> > dspBars = Param( "NumberOfYrs displayed", 1, 1, 30, 1 );
> >
> > switch( type )
> > {
> > case "Table":
> > DisplayProfitTable();
> > break;
> > case "Yearly":
> > DisplayYearlyProfits();
> > break;
> > case "Monthly":
> > DisplayMonthlyProfits(dspStart, dspBars);
> > break;
> > case "Avg. Monthly":
> > DisplayAvgMonthlyProfits();
> > break;
> > }
> >
> > CheckSymbol();
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|