Jorgen, is this related to anything you do? herman
> Rather than trying to diagnose with incomplete info, let me offer a > procedure that should work on most any setup - > 1. Set the chart ticker to SPY. > 2. Load the sample program that I posted as an indicator on a chart > tab. (I'll also upload it to the original article later today). > 3. Look at the From/To range in the AA windows and verify that the > Start date is AFTER the start of the SPY data from your provider, > AND that an AA function has been run with this Start date. > 4. Set the watchlist number to a populated watchlist number in chart > Parameters. > 5. Using parameters, click Calculate. > 6. The ATC average should appear in the chart window of the samples program. > If that works, you don't need to read further unless you just want to know > why I was specific. > The original program was a basic example, without frills. I used > the AA window From/To user interface in order to control the list > average result range. You need to make sure that that date range is > contained within the data that you have for the chart ticker. SPY > is usually a safe bet as it is in most databases and has a long > history. For example the one that I have loaded right now goes back > to 1993. I have the From/To range set to 1/1/2003 to 1/1/2020 (to > get the last day always). Remember that this range has to be > "locked in" if you change it by executing an AA program. It doesn't > matter what that program is or even if it errors off - it will set the range. > If you do the above exactly and still have issues, let me know. > -- BruceR > --- In [email protected], furinkazaan <furinkaz...@...> wrote: >> >> Bruce, I have problems getting this AFL to do the job. >> I confirm having done the following >> >> >ListAvg.afl in "include" folder >> >saved the atc afl into custom folder. Can see it in my charts tab. also can >> see atc in group 253. >> >opened blank chart - File>new>blank Chart >> > Run listavg.afl from charts tab and changed parameters with WL number and >> clicked calculate >> All I can see is a flat line at a NON-ZERO value >> I have tried both with the original ATC formula, as well as the tweak you >> provided that calls names atc with watchlist name, rather than wlnum. >> Any ideas on what i am doing wrong? >> >> >> On 18 March 2010 14:41, furinkazaan <furinkaz...@...> wrote: >> >> > this is a free code project that Bruce posts in the free Library on the >> > Amibroker University. >> > http://www.amibrokeru.com/FreeLibrary/FreeCode >> > >> > >> > On 1 January 2010 13:28, Gordon <gordonpellet...@...> wrote: >> > >> >> >> >> >> >> I m trying to follow this thread with some difficulty. I cannot find any >> >> reference to ListAvg.afl anywhere is the literature. Would you please tell >> >> me where it can be located. >> >> >> >> Thanks >> >> >> >> >> >> --- In [email protected] <amibroker%40yahoogroups.com>, "Bruce" >> >> <brucer@> wrote: >> >> > >> >> > I'm buried in some end of the year paperwork right now, but let me offer >> >> a couple of quick comments. >> >> > >> >> > 1. The dropdown list of names is in the expanded version that I plan to >> >> put in the subscriber area along with some other functions related to >> >> portfolio mixes, such as percentage allocations, re-balance intervals, >> >> etc. >> >> My long-term intent is really to offer "starter" examples in the FREE CODE >> >> area that users can expand on. We want to concentrate on breadth of topics >> >> there. >> >> > >> >> > 2. One simple tip that might help deal with WL numbers in many places is >> >> to name your watchlist to their number plus that name. That will make the >> >> numbers easier to find in a long list of names in the watchlist tree. For >> >> example, my watchlist 13 is named "13 - Select". >> >> > >> >> > 3. Lastly, the ATC should be going into Group 253 since atcFlagDefaults >> >> was used in the ATC call in the example that I posted. I may have misread >> >> your note, but it seemed to say that you believe are seeing it in the >> >> watchlist. As far as what the ATC is named, you can use the name instead >> >> of >> >> the number by changing the AddtoComposite statement to the following - >> >> > >> >> > AddToComposite( Lavg, "~ListAvg_" + CategoryGetName( categoryWatchlist, >> >> wlnum ), >> >> > "X", atcFlagDefaults + atcFlagEnableInIndicator ); >> >> > >> >> > >> >> > -- BruceR >> >> > >> >> > >> >> > --- In [email protected] <amibroker%40yahoogroups.com>, >> >> furinkazaan <furinkazaan@> wrote: >> >> > > >> >> > > 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 <furinkazaan@> >> >> > > >> >> > > > Thanks very much Bruce. I intend to set this up over the weekend. >> >> I'll >> >> > > > report progress. >> >> > > > >> >> > > > 2009/12/9 Rick Osborn <ricko@> >> >> > > > >> >> > > > >> >> > > >> >> >> > > >> >> >> > > >> >> >> > > >> changed the AA range and ran a dummy scan. That did the trick >> >> > > >> Thanks >> >> > > >> >> >> > > >> >> >> > > >> ------------------------------ >> >> > > >> *From:* Bruce <brucer@> >> >> > > >> *To:* [email protected] <amibroker%40yahoogroups.com> >> >> > > >> *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 <ricko@> wrote: >> >> > > >> > >> >> > > >> > Bruce >> >> > > >> > All the values in all the watchlists are 1000. >> >> > > >> > What am I doing wrong? >> >> > > >> > >> >> > > >> > >> >> > > >> > >> >> > > >> > >> >> > > >> > >> >> > > >> > ____________ _________ _________ __ >> >> > > >> > From: Bruce <brucer@> >> >> > > >> > 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>> > >> <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 >> >> > > >> > > > >> >> > > >> > > > >> >> > > >> > > > >> >> > > >> > > >> >> > > >> > >> >> > > >> >> >> > > >> >> >> > > >> >> >> > > > >> >> > > > >> >> > > >> >> > >> >> >> >> >> >> >> > >> > >> > ------------------------------------ > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > Yahoo! Groups Links
