Thanks very much Bruce. I intend to set this up over the weekend. I'll report progress.
2009/12/9 Rick Osborn <[email protected]> > > > > > changed the AA range and ran a dummy scan. That did the trick > Thanks > > > ------------------------------ > *From:* Bruce <[email protected]> > *To:* [email protected] > *Sent:* Tue, December 8, 2009 8:16:46 PM > > *Subject:* [amibroker] Re: AmibrokerU Update > > > > Rick - > > > Not much info, so I can't be sure. A SWAG would be to check the From/To > range in the AA window. As I noted in the original article, I used the > existing AA user interface as an easy way to control the range. If that is > it, you can change the AA range and run a dummy scan to "set it". Or, you > might want to look at the ListAvg AFL code for a comment that notes that a > variable called "bir" can be set to 1 to use all bars by default. > > -- Bruce > > --- In amibro...@yahoogrou ps.com <amibroker%40yahoogroups.com>, Rick > Osborn <ri...@...> wrote: > > > > Bruce > > All the values in all the watchlists are 1000. > > What am I doing wrong? > > > > > > > > > > > > ____________ _________ _________ __ > > From: Bruce <bru...@...> > > To: amibro...@yahoogrou ps.com <amibroker%40yahoogroups.com> > > > Sent: Tue, December 8, 2009 2:28:20 PM > > Subject: [amibroker] Re: AmibrokerU Update > > > > > > Sure, I'll give a (hopefully) useful example. And, I'll try to do more > > of this, where possible, in the future. In order to facilitate this, > > though, it is best to use a Chart Template, Complete file and record a > > generic procedure for how to use it. Rather than introduce that now, > > I'll walk you through a manual install. > > > > So, download the ListAvg.afl file to your include directory. If you > > have done a stock install, it will be at C:\Program > > Files\Amibroker\ Formulas\ Include. You can verify this by selecting the > > Tools / Preferences menu and then the AFL tab. The standard include > > path will be the first Pick button. > > > > Now, take the following code and either save it in your Custom formulas > > directory, or enter it into the code editor. The editor can be launched > > from the Analysis / Formula Editor menu. > > > > Once it is copied into the editor, you can use the Tools / Insert Chart > > menu to get a chart. > > > > This indicator uses parameters to select a watchlist to perform the > > ListAvg on. Right click on the chart and select parameters.. You will > > need to enter a watchlist number. When ready, click the Calculate > > parameter button to perform the calculation. Since this can be lengthy, > > it is only done on user action. But, it is written to an AddtoComposite > > ticker ("~ListAvg" + number) for each watchlist, and simply read > > thereafter. > > > > #include <ListAvg.afl> > > wlnum = Param( "Watchlist", 13, 1, 100, 1 ); > > trig = ParamTrigger( "Calculate", "CLICK" ); > > Lavg = Nz( Foreign( "~ListAvg" + wlnum , "C" ) ); > > if ( trig ) > > { > > Lavg = ListAvg( CategoryGetSymbols( categoryWatchlist, wlnum > > ) ); > > AddToComposite( Lavg, "~ListAvg" + wlnum, "X", > > atcFlagDefaults + atcFlagEnableInIndi cator ); > > } > > Plot( Lavg, "Watchlist " + wlnum + " ListAvg", colorDefault ); > > > > Lastly, since you mentioned sector averages - I'll mention one example > > use from my experience. Technology averages do not typically indicate > > the health of innovative small-cap tech stocks. The averages are driven > > by Intel, Microsoft, etc. An average of targeted, innovative small-cap > > tech companies in a watchlist can be more useful for stock investing. > > > > Hope that helps. > > -- Bruce > > > > --- In amibro...@yahoogrou ps.com, furinkazaan <furinkazaan@ ...> wrote: > > > > > > 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 brucer@ > > > > > > > > > > > > > > > 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.amibroke ru.com/FreeLibra ry/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.amibroke > ru.com/FreeLi\ > > brary/FreeCode/ tabid/99/ articleType/ ArticleView/ articleId/ > 109/ListAvg- nd\ > > ash-A-Function- to-Calculate- an-Equal- Weighted- Average-of- a-List-of- > Ticke\ > > rs..aspx> > > > > > > > > > > http://www.amibroke ru.com/FreeLibra ry/FreeArticles/ tabid/63/ > articleType/ \ > > \ > > > > > > ArticleView/ articleId/ 110/ListAvg- ndash-Uses- and-Example.. aspx< > http://www\ > <http://www>> .amibrokeru. com/FreeLibrary/ FreeArticles/ tabid/63/ > articleType/ ArticleVie\ > > w/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 > > > > > > > > > > > > > > > > > > > >
