Bruce, I notice that the parameters use a WLNUMfor a watch list number. Since I intend to run this on many sectoral watchlists, I wonder if we can show the 'Watchlist Name' instead of/ in addition to WL NUM? Can the Parameters dialog be coded to offer a drop-down list of all watchlists to the current market? Can the LAVG be defined to show "~ListAVg" + Watchlist Name?
while its fantastic that each atc is written ijnto the watchlist folder for which it is computed, if I got them all into 1 group to check, say relative performance, then I'd have trouble identifying eact atc by just the WL Num. can you help? Best wishes for a great year ahead! 2009/12/11 furinkazaan <[email protected]> > 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 >> > > > >> > > > >> > > > >> > > >> > >> >> >> > >
