TJ
I want to take the family average of a watchlist and then plot the
family average and explore the results. I'm using the following AFL.
// Hedge_Only.afl
// 1. (Task == 1) In AA point to Watchlist to Hedge and Scan with n
= 1
// 2. (Task == 2) Set to current symbol for plot and explore
Task = Param("Task",1,1,2,1);
if(Task == 1) // point to watchlist for fam average to hedge, set
range n = 1, and Scan
{
Buy = 1; Sell = Short = Cover = 0;// need for scan
Change = ROC(C,1)/100;
AddToComposite(Change,"~Change","X");
AddToComposite(1 , "~Counter","X"); // No of Stks
} // end of Task == 1
if(Task == 2) // Hedge and Plot and Explore
{
FamChange = Foreign("~Change","X");
NoStks = Foreign("~Counter","X");
NoStks = IIf(NoStks > 0,NoStks,1);
AvgChange = FamChange/NoStks ;
CumSum =Cum(log(AvgChange + 1));
FamAvgL = exp(CumSum); // fam avg of long watchlist for hedging
Plot(FamAvgL, "BH FamAvg",colorBlack,styleLine|styleThick );
Filter = 1;
AddColumn(FamAvgL,"BH ");
} // end of Task == 2
After scanning the watchlist using task == 1, I switch to Task == 2
and explore.
The problem is the plot changes when I change the current symbol.
WHY?
How am I suppose to do this?
Dan
