Mike
Indeed this is a very clever piece of coding. Kudos From: [email protected] [mailto:[email protected]] On Behalf Of Mike Sent: Tuesday, December 15, 2009 11:20 PM To: [email protected] Subject: [amibroker] Re: Seasonality Plot If "quick and dirty" is good enough for you, you can just assume 252 trading days per trading year and then use Ref() with multiples of that number. e.g. years = Param("Years", 3, 1, 15, 1); avgClose = 0; // Create dynamic variables for each year (excluding current) for (y = 1; y <= years; y++) { pastClose = Ref(Close, -252 * y); VarSet("Year" + y, pastClose); avgClose += pastClose; } avgClose /= years; // Plot current year with thick emphasis Plot(Close, "Close", colorDarkRed, styleThick); // Plot p! revious years with incrementing colors for (y = 1; y <= years; y++) { Plot(VarGet("Year" + y), "" + y + " Years Ago", colorDarkRed + y); } // Plot average as solid area Plot(avgClose, "Avg.", colorDarkRed + y, styleArea); Note that the example assumes that the number of backyears (i.e. years variable) plus the base color (e.g. colorDarkRed) will not exceed the maximum color index found here: http://www.amibroker.com/guide/a_language.html Mike --- In [email protected], "Rick_Miller_98" <rick3...@...> wrote: > > I removed the nested loops line and defined MonthPer=1 and managed to get a plot. > > However this is looking at a month to month ROC with only 12 datapoints. A seasonality chart needs to be daily, weekly at most. > > Ideally the chart would have each year's performnce plotted in the background and the composite chart of all years plotted in the foreground on a daily basis. > > This seams like quite complicated coding. I would be willing to contribute towards a properly functioning chart Afl if anyone has it or is willing to code it. > > > > --- In [email protected], "Richard" richpach2@ wrote: > > > > Thank you for posting this code. > > Whitout <Nested_Includes.AFL> some values are not defined. > > can you please advise what is the default value for MonthPer and what is the ListMonths represent? > > > > Regards > > Richard > > > > --- In [email protected], "vlanschot" <vlanschot@> wrote: > > > > > > Below is some old code of mine. May get you going though. > > > > > > PS > > > > > > #include_once <Nested_Includes.AFL> > > > > > > Maand = Month(); > > > > > > JanRet = ValueWhen(Maand == 1 AND Ref(Maand,1)==2,ROC(C,MonthPer)); > > > FebRet = ValueWhen(Maand == 2 AND Ref(Maand,1)==3,ROC(C,MonthPer)); > > > MarRet = ValueWhen(Maand == 3 AND Ref(Maand,1)==4,ROC(C,MonthPer)); > > > AprRet = ValueWhen(Maand == 4 AND Ref(Maand,1)==5,ROC(C,MonthPer)); > > > MayRet = ValueWhen(Maand == 5 AND Ref(Maand,1)==6,ROC(C,MonthPer)); > > > JunRet = ValueWhen! (Maand = = 6 AND Ref(Maand,1)==7,ROC(C,MonthPer)); > > > JulRet = ValueWhen(Maand == 7 AND Ref(Maand,1)==8,ROC(C,MonthPer)); > > > AugRet = ValueWhen(Maand == 8 AND Ref(Maand,1)==9,ROC(C,MonthPer)); > > > SepRet = ValueWhen(Maand == 9 AND Ref(Maand,1)==10,ROC(C,MonthPer)); > > > OctRet = ValueWhen(Maand == 10 AND Ref(Maand,1)==11,ROC(C,MonthPer)); > > > NovRet = ValueWhen(Maand == 11 AND Ref(Maand,1)==12,ROC(C,MonthPer)); > > > DecRet = ValueWhen(Maand == 12 AND Ref(Maand,1)==1,ROC(C,MonthPer)); > > > > > > > > > SeasRet = > > > IIf(Maand == 1, LastValue(Cum(JanRet)), > > > IIf(Maand == 2, LastValue(Cum(FebRet)), > > > IIf(Maand == 3, LastValue(Cum(MarRet)), > > > IIf(Maand == 4, LastValue(Cum(AprRet)), > > > IIf(Maand == 5, LastValue(Cum(MayRet)), > > > IIf(Maand == 6, LastValue(Cum(JunRet)), > > > IIf(Maand == 7, LastValue(Cum(JulRet)), > > > IIf(Maand == 8, LastValue(Cum(AugRet)), > > > IIf(Maand == 9, LastValue(Cum(SepRet)), > > > IIf(Maand == 10,LastValue(Cum(OctRet)), > > > IIf(Maand == 11,LastValue(Cum(NovRet)), > > > IIf(Maand == 12,LastValue(Cum(DecRet)),0)))))))))))); > > > > > > SeasRet = SeasRet/(BarCount-1); > > > > > > KleurHist = IIf(SeasRet<0, colorRed,IIf(SeasRet>0,colorGreen,colorLightGrey)); > > > > > > Plot(SeasRet,FullName()+" Seasonal Return for "+StrExtract(ListMonths,SelectedValue(Month()-1)),KleurHist,2+4); > > > //Plot(OctRet,"ret",1,1); > > > Title = "{{DATE}} -- {{INTERVAL}}! \n{{VALU ES}} "; > > > > > > --- In [email protected], Rick Osborn <ricko@> wrote: > > > > > > > > I would be interested in that too > > > > > > > > Best Regards > > > > Rick Osborn > > > > > > > > > > > > > > > > > > > > ________________________________ > > > > From: Rick_Miller_98 <rick300m@> > > > > To: [email protected] > > > > Sent: Mon, December 14, 2009 9:53:23 PM > > > > Subject: [amibroker] Seasonality Plot > > > > > > > > > > > > I am looking for some code to overlay multiple years on the same Jan-Dec axis and to create a composite plot of all of those years to identify seasonality trends. > > > > > > > > Please E-Mail me if you have it. I am willing to contribute to the cause. > > > > > > > > Thanks! > > > > > > > > > >
