gordon, http://www.amibrokeru.com/Home/tabid/36/Default.aspx
need to register. look under FREE. Hope this helps. On 22 March 2010 09:55, Gordon Pelletier <[email protected]> wrote: > > > Thanks for trying to help furinkazaan, but the webpage not longer exists > > Regards > > Gordon. > > On 18 March 2010 20:11, furinkazaan <[email protected]> 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 <[email protected]> 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" >>> <bru...@...> 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 <furinkaz...@...> >>> > > >> 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 >>> > > >> > > > >>> > > >> > > > >>> > > >> > > > >>> > > >> > > >>> > > >> > >>> > > >> >>> > > >> >>> > > >> >>> > > > >>> > > > >>> > > >>> > >>> >>> >> > > > -- > Gordon Pelletier > 24 Diamond Rd > Pearl Beach NSW 2256 > > email [email protected] > > (02) 43424164 > > 0407990787 > >
