Thanks Bruce, I missed this post completely. Will report progress. Aplogies also that my previous post appeared so may times. Dont know how that happened, considering I only sent it once.
On 19 March 2010 01:56, Bruce <[email protected]> wrote: > > > 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] <amibroker%40yahoogroups.com>, > 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><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><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><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>> > >> <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 > > >> > > >> > > > > > >> > > >> > > > > > >> > > >> > > > > > >> > > >> > > > > >> > > >> > > > >> > > >> > > >> > > >> > > >> > > >> > > >> > > > > > >> > > > > > >> > > > > >> > > > >> > > >> > > >> > > > > > > > > > > >
