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Great job, Jose! A couple of points though:
1) Is it possible to set it up such that it will automatically give the YTD
% chnage value based on the date of the last bar (be it in a chart or in an
exploration)?
2) It doesn't work for IPOs whose 1st bar is in the current year :(. Is it
possible to modify the code such that it calculate the YTD % Chg for IPOs
based on the 1st bar's Close (which would be the closest approximation that
I can think of)? To help you, I have this code for 6month % change that
takes care of just such an eventuality: [As if you need my help!]
------------------------------------
TtlBars:= LastValue(Cum(1));
FirstDay:= If(TtlBars >126, TtlBars -126, 1);
FirstC:= ValueWhen(1, Cum(1) =FirstDay, C);
Round(((C/FirstC)-1)*100);
------------------------------------
If you could somehow mix the 2 codes together, it will ve very satisfactory.
JD
=========================
From: "Jose Silva" <josesilva22@xxxxxxxxx>
Reply-To: equismetastock@xxxxxxxxxxxxxxx
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: Yearly % change
Date: Fri, 23 Dec 2005 22:49:55 -0000
This updated indicator now includes historical as well as yearly RoC.
==========
Yearly RoC
==========
---8<-----------------------------
{ Yearly Rate of Change (RoC) v4.0
©Copyright 2004~2006 Jose Silva.
The grant of this license is for personal use
only - no resale or repackaging allowed.
All code remains the property of Jose Silva.
http://www.metastocktools.com }
{ User inputs }
method:=Input("Method: [1]%percent, [2]$points",1,2,1);
yr:=Input("RoC for Year [1800~2200]",
1800,2200,2004);
yrNr:=Input("Yearly RoC: [1]Year, [2]Yearly, [3]Historical",1,3,2);
plot:=Input("plot: [1]RoC, [2]Year signals",
1,2,1);
{ Start/End of year }
nuYear:=Year()<>Ref(Year(),-1) OR Cum(1)=2;
YearEnd:=PeakBars(1,
-(nuYear OR Cum(IsDefined(nuYear))=1),1)=0;
init:=Cum(IsDefined(YearEnd))=1;
{ Data Array }
x:=C;
{ Yearly $ RoC change }
chPts:=x-ValueWhen(1,YearEnd,x);
chPts:=If(YearEnd=0,chPts,
Ref(chPts,-1)+x-Ref(x,-1));
{ Yearly % RoC change }
chPer:=(x/ValueWhen(1,YearEnd,x)-1)*100;
chPer:=If(YearEnd=0,chPer,
Ref(chPer,-1)+(x/Ref(x,-1)-1)*100);
{ Select %/$ RoC method }
ch:=If(method=1,chPer,chPts);
{ Restrict RoC to selected year }
chYear:=If(Year()=yr,ch,0);
chYear:=If(Year()=yr,chYear,
ValueWhen(1,
init OR YearEnd AND Year()=yr,chYear));
{ Historical RoC from beginning of chart }
chAllPts:=x-ValueWhen(1,Cum(1)=1,x);
chAllPer:=(x/ValueWhen(1,Cum(1)=1,x)-1)*100;
{ Select %/$ historical RoC method }
chAll:=If(method=1,chAllPer,chAllPts);
{ Select type of Yearly RoC }
YearRoc:=If(yrNr=1,chYear,If(yrNr=2,ch,chAll));
{ Plot in own window }
If(plot=1,YearRoc,nuYear-YearEnd)
---8<-----------------------------
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxxx>
wrote:
>
> This indicator code update deals with the difficult issue of finding
> the correct closing price of the year.
>
>
> MetaStock -> Tools -> Indicator Builder -> New ->
> Copy and paste complete formula between "---8<---" lines.
>
> ==========
> Yearly RoC
> ==========
> ---8<-----------------------------
>
> { Yearly Rate of Change (RoC) v3.0
>
> ©Copyright 2004~2006 Jose Silva.
> The grant of this license is for personal use
> only - no resale or repackaging allowed.
> All code remains the property of Jose Silva.
> http://www.metastocktools.com }
>
> { User inputs }
> method:=Input("Method: [1]%percent, [2]$points",1,2,1);
> yr:=Input("RoC for Year [1800~2200]",
> 1800,2200,2004);
> yrNr:=Input("Year's RoC: [1]Selected, [2]All",
> 1,2,2);
> plot:=Input("plot: [1]RoC, [2]Year signals",
> 1,2,1);
>
> { Start/End of year }
> nuYear:=Year()<>Ref(Year(),-1) OR Cum(1)=2;
> YearEnd:=PeakBars(1,
> -(nuYear OR Cum(IsDefined(nuYear))=1),1)=0;
> init:=Cum(IsDefined(YearEnd))=1;
>
> { Data Array }
> x:=C;
>
> { Year's $ RoC change }
> chPts:=x-ValueWhen(1,YearEnd,x);
> chPts:=If(YearEnd=0,chPts,
> Ref(chPts,-1)+x-Ref(x,-1));
>
> { Year's % RoC change }
> chPer:=(x/ValueWhen(1,YearEnd,x)-1)*100;
> chPer:=If(YearEnd=0,chPer,
> Ref(chPer,-1)+(x/Ref(x,-1)-1)*100);
>
> { Select %/$ RoC method }
> ch:=If(method=1,chPer,chPts);
>
> { Restrict RoC to selected year }
> chYear:=If(Year()=yr,ch,0);
> chYear:=If(Year()=yr,chYear,
> ValueWhen(1,
> init OR YearEnd AND Year()=yr,chYear));
>
> { Select individual year's RoC or all years }
> chPer:=If(yrNr=1,chYear,ch);
>
> { Plot in own window }
> If(plot=1,chPer,nuYear-YearEnd)
>
> ---8<-----------------------------
>
> All good things come to those that wait. ;)
>
>
> jose '-)
> http://www.metastocktools.com
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xx
..> wrote:
>
> John, to determine the correct last trading day of year for dates
> other than 31st Dec, would involve some hindsight code in MetaStock.
>
> This hindsight-based code is part of the solution for the current
> MetaStock competition
> ( http://www.metastocktools.com/comp/comp-01.htm ),
> so I'll tackle this one after we have our second winner there.
>
>
>> Also, if this were run in an exploration whose last date, for
>> testing purposes, may be set to a prior year, will it still
>> calculate the change based on the current year (currently 2005) or
>> on the last date set in the exploration?
>
> If you set the referenced indicator's default to a specific year,
> the exploration will return the yearly RoC% for only that specific
> year.
>
>
> jose '-)
> http://www.metastocktools.com
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "John Doe" <ms001122@xxxx>
> wrote:
>
> Jose,
> Some time back you posted the formula for calculating this year's %
> change:
>
> { User inputs }
> yr:=Input("% change for Year [1800~2200]",
> 1800,2200,2000);
> yrNr:=Input("Year: [1]Selected, [2]All",
> 1,2,1);
> plot:=Input("plot: [1]% Change, [2]New Year markers",1,2,1);
>
> { Start of year }
> init:=Cum(1)=2;
> nuYear:=Year()<>Ref(Year(),-1) OR init;
>
> { Data Array }
> x:=C;
>
> { Year's % change }
> ch:=(x/ValueWhen(1,nuYear,x)-1)*100;
> chYear:=If(Year()=yr,ch,0);
> chYear:=ValueWhen(1,chYear<>0 OR init,chYear);
>
> { Select individual year's % or all }
> chPer:=If(yrNr=1,chYear,ch);
>
> { Plot in own window }
> If(plot=1,chPer,nuYear)
> ------------------------------------------
>
> There's an error in this as it calculates change from the Close of
> 1st trading day of this year, whereas by convention the yearly %
> change is always calculated from the last close of previous trading
> year. The error lies here:
>
> ch:=(x/ValueWhen(1,nuYear,x)-1)*100;
>
> as its using nuyear's value, not last year's. Can you fix this
> please?
>
> Also, if this were run in an exploration whose last date, for
> testing purposes, may be set to a prior year, will it still
> calculate the change based on the current year (currently 2005) or
> on the last date set in the exploration?
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