[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: AmibrokerU Update


  • Date: Wed, 30 Dec 2009 16:16:48 +0530
  • From: furinkazaan <furinkazaan@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: AmibrokerU Update

PureBytes Links

Trading Reference Links



Bruce, I notice that the parameters use a WLNUMfor a watch list number. Since I intend to run this on many sectoral watchlists, I wonder if we can show the 'Watchlist Name' instead of/ in addition to WL NUM? Can the Parameters dialog be coded to offer a drop-down list of all watchlists to the current market? Can the LAVG be defined to show "~ListAVg" + Watchlist Name?

while its fantastic that each atc is written ijnto the watchlist folder for which it is computed, if I got them all into 1 group to check, say relative performance, then I'd have trouble identifying eact atc by just the WL Num.

can you help? Best wishes for a great year ahead!


2009/12/11 furinkazaan <furinkazaan@xxxxxxxxx>
Thanks very much Bruce. I intend to set this up over the weekend. I'll report progress.

2009/12/9 Rick Osborn <ricko@xxxxxxxxxx>

 


 
changed the AA range and ran a dummy scan.  That did the trick
Thanks
 


From: Bruce <brucer@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tue, December 8, 2009 8:16:46 PM

Subject: [amibroker] Re: AmibrokerU Update

 

Rick -



Not much info, so I can't be sure. A SWAG would be to check the From/To range in the AA window. As I noted in the original article, I used the existing AA user interface as an easy way to control the range. If that is it, you can change the AA range and run a dummy scan to "set it". Or, you might want to look at the ListAvg AFL code for a comment that notes that a variable called "bir" can be set to 1 to use all bars by default.

-- Bruce

--- In amibroker@xxxxxxxxx ps.com, Rick Osborn <ricko@xxx> wrote:
>
> Bruce
> All the values in all the watchlists are 1000.
> What am I doing wrong?
>
>
>
>
>
> ____________ _________ _________ __
> From: Bruce <brucer@xxx>
> To: amibroker@xxxxxxxxx ps.com

> Sent: Tue, December 8, 2009 2:28:20 PM
> Subject: [amibroker] Re: AmibrokerU Update
>
>
> Sure, I'll give a (hopefully) useful example. And, I'll try to do more
> of this, where possible, in the future. In order to facilitate this,
> though, it is best to use a Chart Template, Complete file and record a
> generic procedure for how to use it. Rather than introduce that now,
> I'll walk you through a manual install.
>
> So, download the ListAvg.afl file to your include directory. If you
> have done a stock install, it will be at C:\Program
> Files\Amibroker\ Formulas\ Include. You can verify this by selecting the
> Tools / Preferences menu and then the AFL tab. The standard include
> path will be the first Pick button.
>
> Now, take the following code and either save it in your Custom formulas
> directory, or enter it into the code editor. The editor can be launched
> from the Analysis / Formula Editor menu.
>
> Once it is copied into the editor, you can use the Tools / Insert Chart
> menu to get a chart.
>
> This indicator uses parameters to select a watchlist to perform the
> ListAvg on. Right click on the chart and select parameters.. You will
> need to enter a watchlist number. When ready, click the Calculate
> parameter button to perform the calculation. Since this can be lengthy,
> it is only done on user action. But, it is written to an AddtoComposite
> ticker ("~ListAvg" + number) for each watchlist, and simply read
> thereafter.
>
> #include <ListAvg.afl>
> wlnum = Param( "Watchlist", 13, 1, 100, 1 );
> trig = ParamTrigger( "Calculate", "CLICK" );
> Lavg = Nz( Foreign( "~ListAvg" + wlnum , "C" ) );
> if ( trig )
> {
> Lavg = ListAvg( CategoryGetSymbols( categoryWatchlist, wlnum
> ) );
> AddToComposite( Lavg, "~ListAvg" + wlnum, "X",
> atcFlagDefaults + atcFlagEnableInIndi cator );
> }
> Plot( Lavg, "Watchlist " + wlnum + " ListAvg", colorDefault );
>
> Lastly, since you mentioned sector averages - I'll mention one example
> use from my experience. Technology averages do not typically indicate
> the health of innovative small-cap tech stocks. The averages are driven
> by Intel, Microsoft, etc. An average of targeted, innovative small-cap
> tech companies in a watchlist can be more useful for stock investing.
>
> Hope that helps.
> -- Bruce
>
> --- In amibroker@xxxxxxxxx ps.com, furinkazaan <furinkazaan@ ...> wrote:
> >
> > Bruce, thanks for the afl. It comes at the most oppurtune time when
> I'm
> > considering creation of many sectoral indices. However, rookie that I
> am, I
> > am not able to figure out how to use the AFL. I would appreciate a
> > step-by-step detail on how to use it, including where to copy the afl,
> where
> > to store the csv list of tickers etc., and how to run it.. Can the afl
> be
> > pointed to a watchlist instead of a csv file of tickers?
> >
> > Thanks again.
> >
> >
> > 2009/11/18 Bruce brucer@
> >
> > >
> > >
> > > Quick update - I've added a Free Code module and Free Code article
> to
> > > AmibrokerU called ListAvg. For those who need for an equal weighted
> > > average of a list of tickers, the Code module provides a function
> that
> > > implements the result in a single call. If you are interested in the
> > > background on the need for this function, and the problem with other
> > > types of index and list averages, the article should be of interest.
> > > Here are the links (sorry they are long, I'll fix that soon) -
> > >
> > >
> http://www.amibroke ru.com/FreeLibra ry/FreeCode/ tabid/99/ articleType/ Arti\
> \
> > >
> cleView/articleId/ 109/ListAvg- ndash-A-Function -to-Calculate- an-Equal- Wei\
> \
> > >
> ghted-Average- of-a-List- of-Tickers. aspx<http://www.amibroke ru.com/FreeLi\
> brary/FreeCode/ tabid/99/ articleType/ ArticleView/ articleId/ 109/ListAvg- nd\
> ash-A-Function- to-Calculate- an-Equal- Weighted- Average-of- a-List-of- Ticke\
> rs..aspx>
> > >
> > >
> http://www.amibroke ru.com/FreeLibra ry/FreeArticles/ tabid/63/ articleType/ \
> \
> > >
> ArticleView/ articleId/ 110/ListAvg- ndash-Uses- and-Example.. aspx<http://www\
> .amibrokeru. com/FreeLibrary/ FreeArticles/ tabid/63/ articleType/ ArticleVie\
> w/articleId/ 110/ListAvg- ndash-Uses- and-Example. aspx>
> > >
> > > As we prepare to open up subscriptions to AmibrokerU soon, I've
> received
> > > some questions about what types of free and subscription content
> that we
> > > plan to add. In general, we will offer "lite" of "subset" versions
> of
> > > premium code and articles available in the subscription sections.
> > > ListAvg is an example of that. It implements an equal weighted
> average
> > > of a CSV list, and is effectively re-balanced daily. Plans call for
> a
> > > full-featured routine in the subscription section called WtMixRebal
> that
> > > implements weighed averages that can be re-balanced at different
> periods
> > > or based upon a signal. This module is useful for index averages as
> > > well as portfolio modeling of a weighted list of tickers with
> shorting
> > > and margin with a fast, single function call.
> > >
> > > In addition to educational articles, I'm going to try to cover
> broader
> > > topics of applications, with examples, that I've found useful. In
> that
> > > spirit, the next topic will be about connecting to Excel and
> > > manipulating spreadsheets, charts, and data. That may seem a little
> > > odd, but there are many uses for such an interface - both for input
> to
> > > and output from Amibroker. For example - summary bar charts, command
> > > button trading control, etc. More later ....
> > >
> > > -- BruceR
> > >
> > >
> > >
> >
>





__._,_.___


**** 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/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___