[amibroker] New Question on Watchlist Averages

Ken Close Wed, 09 Aug 2006 11:44:23 -0700

I have been making some progress using this code, I think from the help files and/or mentioned here on the list:

function CreateAverageForWatchList( listnum )
{
// retrive comma-separated list of symbols in watch list
list = CategoryGetSymbols( categoryWatchlist, listnum );

Average = 0; // just in case there are no watch list members

   for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
   {
      f = Foreign( sym, "C" );
      if( i == 0 ) Average = f;
      else Average = Average + f;
   }
   return Average / i; // divide by number of components
}

I am creating averages of various watchlists and it is working....except for.....

The resulting average is no longer than the watchlist member with the least or shortest amount of data.

If I have 20 members, 19 of which have data going back into the early 90s but 1 member has data for the last 6 months, then the average which is created is only 6 months long.

Is there any modification to the above code such that an average for each date will be created from which ever members have data for that date. In my example, I would get an average based on 19 members up until 6 months ago whereupon the average would be based on 20 members.

Can this code do that? If not, how could the code be altered to accomplish that.

Thanks to all who are trying to help me with this. Some of the other suggested approaches, using jscript (thanks Dan), etc, have been a little daunting and I was able to get the above to work until I discovered the truncated data (shortened average to the shortest list member).

Ken

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[amibroker] New Question on Watchlist Averages

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