More erratic behaviour. when i double-click the ListAvg indicator in the charts tab, a new pane opens in the chart and so does the parameter window. I notice that after i have input the watchlist number and "click" to calculate, the ATC is not formed under Group253 for a few, and it does form for a few others.
Do I - load the Listavg afl into formula editor> tools>insert chart - for every composite i want to create? Is this what i am doing wrong? thanks for the effort and patience. best kazaan On 23 March 2010 15:05, furinkazaan <[email protected]> wrote: > 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 >> > > >> > > >> > >> >> >> > >
