Re: [amibroker] Composite Calculations - help

Wed, 04 Oct 2006 14:04:49 -0700

I clipped this from one of my routines and I think this will work if the individual watchlists 1...10 contain the tickers from which the indexes are composed. 

1) Select a current symbol with a suitable number bars

2)  Select n last quotations = 1

3)  Run as a SCAN

Ths should produce 10 tickers ~WLAvg1 to ~WLAvg10 with the average volume in the Volume field.

You choose how you want to average the price arrays.

Hope this helps

Joe

 

VolTotal = Count = CountVol = 0;

for (j =1 ; j<=10; j++)

{

//_TRACE("WL # " + j);

watchlistsymbols = GetCategorySymbols(categoryWatchlist, j);

for (mem = 0; (member = StrExtract(watchlistsymbols, mem)) != ""; mem++)

{

ticker = Foreign(member, "Close");

//_TRACE("Ticker "+ ticker+" no of member "+ mem);

tickvol = Nz( Foreign(member, "Volume") );

VolTotal = Voltotal + tickvol;

countvol = countvol + IIf(IsEmpty(ticker), 0, 1);

}

IndexVolavg = voltotal / countvol;

// Here generate a symbol name for example "~WLAvg01 to "~WLAvg10"

Listnum = j; // for readability

if (Listnum < 10)

Listnumstr = StrFormat("%1.0f", Listnum);

else

Listnumstr = StrFormat("%2.0f", Listnum);

AddToComposite(indexvolavg, "~WLAvg" + Listnumstr, "V", atcFlagDefaults + atcFlagEnableInExplore);

}

Buy = Sell = 0;

----- Original Message -----
From: Terry
Sent: Wednesday, October 04, 2006 2:10 PM
Subject: RE: [amibroker] Composite Calculations - help

You might try using a different variable for list since you have it both as a numeric, then you assign a string to it. This may or may not be causing problems, but I'm guessing it is.

 

list==10;

Comp ="SP-500";

 

   list = CategoryGetSymbols( categoryWatchlist, list );   

--

Terry

 

-----Original Message-----
From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Bill
Sent: Wednesday, October 04, 2006 12:28
To: [email protected]
Subject: [amibroker] Composite Calculations - help

 

Hello,

I like to keep composite data on a dozen or so indices.  If I have a

seperate .afl for each index and run it against a watch list

containing the components of that index, everything appears to work

fine.  However, I've recently been trying to have one .afl access

the different watch lists as such:

 

if (InWatchList(10)){

list==10;

Comp ="SP-500";

 

   list = CategoryGetSymbols( categoryWatchlist, list );   

   for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ );

}

else

NEXT WATCH List and so on.

I run this against all the stock components contained in all the

indices. database (TC2007).  I know there is duplication with one

stock being in more than one index. Again it appears to work just

fine however, I receive different answers than

when I run it the first way.  Anyone know why this might be?? And

what I can do?

 

Thanks in Advance for any assistance,

 

Bill

 

 

 

 

 

 

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