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 <[email protected]> > > > 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.amibrokeru.com/FreeLibrary/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.amibrokeru.com/FreeLibrary/FreeCode/tabid/99/articleType/ArticleView/articleId/109/ListAvg-ndash-A-Function-to-Calculate-an-Equal-Weighted-Average-of-a-List-of-Tickers.aspx> > > http://www.amibrokeru.com/FreeLibrary/FreeArticles/tabid/63/articleType/\ > ArticleView/articleId/110/ListAvg-ndash-Uses-and-Example.aspx<http://www.amibrokeru.com/FreeLibrary/FreeArticles/tabid/63/articleType/ArticleView/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 > > >
