Thanks very much Bruce. In fits and starts I seemed to have got the hang of plotting averages for watchlists. I had problems the first time around because the AA range settings were from before available data.
Also I suspect that the avergae does not plot if different stocks in the wathlist have data starting from different dates. I wonder if the fact that there might be data gaps in the middle also affects if / the way the avg is plotted. I notice that the dates for which the average is plotted is completely awry. While my AA range settings are 01Jan2004-31Dec2020, I notice that the averages are plotted for 1997-1998. One average starts plotting in 1996(earlier than others) - as a flat line, starts plotting the curve from 1997 and has last plot in 2004. I also notice that the x-axis is turned off by default in parameters.Is this a known problem or is it just me? The awry dates worry me. thanks again. On 23 March 2010 01:59, Bruce <[email protected]> wrote: > > > Furinkazaan - > > I'm not sure if you got your problem solved with ListAvg. If you are still > having problems, did you try the EXACT procedure in the following post (it > should rule out config issues) ? > > http://finance.groups.yahoo.com/group/amibroker/message/147986 > > If you still have problems after trying that procedure, e-mail me. I'm > traveling, but I'll check. > > > -- BruceR > > --- In [email protected] <amibroker%40yahoogroups.com>, > furinkazaan <furinkaz...@...> wrote: > > > > 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 <gordonpellet...@...> wrote: > > > > > > > > > > > Thanks for trying to help furinkazaan, but the webpage not longer > exists > > > > > > Regards > > > > > > Gordon. > > > > > > On 18 March 2010 20:11, 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 > > >>> > > >> > > > > > >>> > > >> > > > > > >>> > > >> > > > > > >>> > > >> > > > > >>> > > >> > > > >>> > > >> > > >>> > > >> > > >>> > > >> > > >>> > > > > > >>> > > > > > >>> > > > > >>> > > > >>> > > >>> > > >> > > > > > > > > > -- > > > Gordon Pelletier > > > 24 Diamond Rd > > > Pearl Beach NSW 2256 > > > > > > email gordonpellet...@... > > > > > > (02) 43424164 > > > > > > 0407990787 > > > > > > > > > > >
