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[amibroker] Weighted Composite Index



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Hi,

Does anyone have the code for a weighted composite index handy?

I am trying to construct individual weighted Industry indexes using a basket of stocks from each industry. Each stock is assigned a percentage weight based on the number of stocks in the basket and as a percentage of 100. The weighted percentage for each stock has to be determined manually and inputted based on market capitalization.

E.g for a basket of 8 stocks the weighted breakdown would be as follows:

stockA = 0.25
stockB = 0.25
stockC = 0.10
StockD = 0.10
StockE = 0.10
StockF = 0.10
StockG = 0.05
StockH = 0.05

thanks
Anthony



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