|
PureBytes Links
Trading Reference Links
|
Rather than trying to diagnose with incomplete info, let me offer a procedure that should work on most any setup -
1. Set the chart ticker to SPY.
2. Load the sample program that I posted as an indicator on a chart tab. (I'll also upload it to the original article later today).
3. Look at the From/To range in the AA windows and verify that the Start date is AFTER the start of the SPY data from your provider, AND that an AA function has been run with this Start date.
4. Set the watchlist number to a populated watchlist number in chart Parameters.
5. Using parameters, click Calculate.
6. The ATC average should appear in the chart window of the samples program.
If that works, you don't need to read further unless you just want to know why I was specific.
The original program was a basic example, without frills. I used the AA window From/To user interface in order to control the list average result range. You need to make sure that that date range is contained within the data that you have for the chart ticker. SPY is usually a safe bet as it is in most databases and has a long history. For example the one that I have loaded right now goes back to 1993. I have the From/To range set to 1/1/2003 to 1/1/2020 (to get the last day always). Remember that this range has to be "locked in" if you change it by executing an AA program. It doesn't matter what that program is or even if it errors off - it will set the range.
If you do the above exactly and still have issues, let me know.
-- BruceR
--- In amibroker@xxxxxxxxxxxxxxx, furinkazaan <furinkazaan@xxx> wrote:
>
> Bruce, I have problems getting this AFL to do the job.
> I confirm having done the following
>
> >ListAvg.afl in "include" folder
> >saved the atc afl into custom folder. Can see it in my charts tab. also can
> see atc in group 253.
> >opened blank chart - File>new>blank Chart
> > Run listavg.afl from charts tab and changed parameters with WL number and
> clicked calculate
> All I can see is a flat line at a NON-ZERO value
> I have tried both with the original ATC formula, as well as the tweak you
> provided that calls names atc with watchlist name, rather than wlnum.
> Any ideas on what i am doing wrong?
>
>
> On 18 March 2010 14:41, furinkazaan <furinkazaan@xxx> wrote:
>
> > this is a free code project that Bruce posts in the free Library on the
> > Amibroker University.
> > http://www.amibrokeru.com/FreeLibrary/FreeCode
> >
> >
> > On 1 January 2010 13:28, Gordon <gordonpelletier@xxx> wrote:
> >
> >>
> >>
> >> I m trying to follow this thread with some difficulty. I cannot find any
> >> reference to ListAvg.afl anywhere is the literature. Would you please tell
> >> me where it can be located.
> >>
> >> Thanks
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>, "Bruce"
> >> <brucer@> wrote:
> >> >
> >> > I'm buried in some end of the year paperwork right now, but let me offer
> >> a couple of quick comments.
> >> >
> >> > 1. The dropdown list of names is in the expanded version that I plan to
> >> put in the subscriber area along with some other functions related to
> >> portfolio mixes, such as percentage allocations, re-balance intervals, etc.
> >> My long-term intent is really to offer "starter" examples in the FREE CODE
> >> area that users can expand on. We want to concentrate on breadth of topics
> >> there.
> >> >
> >> > 2. One simple tip that might help deal with WL numbers in many places is
> >> to name your watchlist to their number plus that name. That will make the
> >> numbers easier to find in a long list of names in the watchlist tree. For
> >> example, my watchlist 13 is named "13 - Select".
> >> >
> >> > 3. Lastly, the ATC should be going into Group 253 since atcFlagDefaults
> >> was used in the ATC call in the example that I posted. I may have misread
> >> your note, but it seemed to say that you believe are seeing it in the
> >> watchlist. As far as what the ATC is named, you can use the name instead of
> >> the number by changing the AddtoComposite statement to the following -
> >> >
> >> > AddToComposite( Lavg, "~ListAvg_" + CategoryGetName( categoryWatchlist,
> >> wlnum ),
> >> > "X", atcFlagDefaults + atcFlagEnableInIndicator );
> >> >
> >> >
> >> > -- BruceR
> >> >
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> >> furinkazaan <furinkazaan@> wrote:
> >> > >
> >> > > 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@>
> >> > >
> >> > > > Thanks very much Bruce. I intend to set this up over the weekend.
> >> I'll
> >> > > > report progress.
> >> > > >
> >> > > > 2009/12/9 Rick Osborn <ricko@>
> >> > > >
> >> > > >
> >> > > >>
> >> > > >>
> >> > > >>
> >> > > >> changed the AA range and ran a dummy scan. That did the trick
> >> > > >> Thanks
> >> > > >>
> >> > > >>
> >> > > >> ------------------------------
> >> > > >> *From:* Bruce <brucer@>
> >> > > >> *To:* amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>
> >> > > >> *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 <amibroker%40yahoogroups.com>,
> >> Rick
> >> > > >> Osborn <ricko@> wrote:
> >> > > >> >
> >> > > >> > Bruce
> >> > > >> > All the values in all the watchlists are 1000.
> >> > > >> > What am I doing wrong?
> >> > > >> >
> >> > > >> >
> >> > > >> >
> >> > > >> >
> >> > > >> >
> >> > > >> > ____________ _________ _________ __
> >> > > >> > From: Bruce <brucer@>
> >> > > >> > To: amibroker@xxxxxxxxx ps.com <amibroker%40yahoogroups.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\
> >> <http://www>> > >> <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/
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:
amibroker-digest@xxxxxxxxxxxxxxx
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/
|