Wow, formatting of that was terrible. Reposting from a different
browser...
years = Param("Years", 3, 1, 15, 1);
newYear = Year() != Ref(Year(), -1);
avgROC = 0;
// Create dynamic variables for each year (excluding current)
for (y = 1; y <= years; y++) {
initialValue = IIf(newYear, ValueWhen(newYear, Close, y),
ValueWhen(newYear, Close, y + 1));
barValue = Ref(Close, -252 * y);
runningROC = (barValue / initialValue) - 1;
VarSet("Year" + y, runningROC);
avgROC += runningROC;
}
avgROC /= years;
// Plot zero line
Plot(0, "", colorLightGrey, styleLine | StyleThick | StyleNoLabel);
// Plot vertical lines for new year markers
Plot(newYear, "", colorLightGrey, styleHistogram | styleThick |
styleOwnScale | styleNoLabel);
// Plot current year with thick emphasis
initialValue = Iif(newYear, ValueWhen(newYear, Close, 0),
ValueWhen(newYear, Close, 1));
barValue = Close;
runningROC = (barValue / initialValue) - 1;
Plot(runningROC, "ROC", colorDarkRed, styleThick);
// Plot previous 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(avgROC, "Avg.", colorDarkRed + y, styleArea);
Mike
--- In [email protected], "Mike" <sfclimb...@...> wrote:
>
> Richard, I suspect that ROC(C, 1) would not reveal much. It might be
> more interesting to plot a running ROC since the start of the
respective
> years. I've altered the code to show running year to date rate of
> return, including vertical bars delineating the first bar of each new
> year. You will notice that at each year goal post, all values start
over
> at zero (plus or minus a bar or two due to 252 being an imprecise
> measure of a year).
> Hope that helps.
> years = Param("Years", 3, 1, 15, 1); newYear = Year() != Ref(Year(),
> -1); avgROC = 0;
> // Create dynamic variables for each year (excluding current) for (y =
> 1; y <= years; y++) { initialValue = IIf(newYear, ValueWhen(newYear,
> Close, y), ValueWhen(newYear, Close, y + 1)); barValue = Ref(Close,
> -252 * y); runningROC = (barValue / initialValue) - 1;
> VarSet("Year" + y, runningROC);
> avgROC += runningROC; }
> avgROC /= years;
> // Plot zero line Plot(0, "", colorLightGrey, styleLine | StyleThick |
> StyleNoLabel);
> // Plot vertical lines for new year markers Plot(newYear, "",
> colorLightGrey, styleHistogram | styleThick | styleOwnScale |
> styleNoLabel);
> // Plot current year with thick emphasis initialValue = Iif(newYear,
> ValueWhen(newYear, Close, 0), ValueWhen(newYear, Close, 1)); barValue
=
> Close; runningROC = (barValue / initialValue) - 1; Plot(runningROC,
> "ROC", colorDarkRed, styleThick);
> // Plot previous 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(avgROC, "Avg.", colorDarkRed + y,
> styleArea);
> Mike --- In [email protected], "Richard" richpach2@ wrote:
> >
> > Hello Mike,
> >
> > This is very clever piece of code. Thank you for sharing it with us.
> > I would have used "for" loop to create a new "close" array for each
> year with 1-252 index. I didn't know you can use build-in "Close"
array
> in that way. Now that we can see the result for each year, it looks to
> me like we need to "normalize" the results so they can be compared on
> relative basis. Calculating an average from absolute values does not
> look right. Do you think that using ROC(C,1) would be an effective way
> to compare all individual year's results?
> >
> > Regards
> > Richard
> >
> > --- In [email protected], "Mike" sfclimbers@ wrote:
> > >
> > >
> > > 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 previous 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
> > > <http://www.amibroker.com/guide/a_language.html>
> > >
> > > Mike
> > >
> > >
> > > --- In [email protected], "Rick_Miller_98" <rick300m@>
> 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{{VALUES}} ";
> > > > > >
> > > > > > --- 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!
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
