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[amibroker] Re: Seasonality Plot


  • Date: Wed, 16 Dec 2009 01:57:39 -0000
  • From: "Richard" <richpach2@xxxxxxxxx>
  • Subject: [amibroker] Re: Seasonality Plot

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Thank you for posting this code.
Whitout <Nested_Includes.AFL> some values are not defined.
can you please advise what is the default value for MonthPer and what is the ListMonths represent?

Regards
Richard

--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <vlanschot@xxx> wrote:
>
> Below is some old code of mine. May get you going though.
> 
> PS
> 
> #include_once <Nested_Includes.AFL>
> 
> Maand = Month();
> 
> JanRet = ValueWhen(Maand == 1  AND Ref(Maand,1)==2,ROC(C,MonthPer));
> FebRet = ValueWhen(Maand == 2  AND Ref(Maand,1)==3,ROC(C,MonthPer));
> MarRet = ValueWhen(Maand == 3  AND Ref(Maand,1)==4,ROC(C,MonthPer));
> AprRet = ValueWhen(Maand == 4  AND Ref(Maand,1)==5,ROC(C,MonthPer));
> MayRet = ValueWhen(Maand == 5  AND Ref(Maand,1)==6,ROC(C,MonthPer));
> JunRet = ValueWhen(Maand == 6  AND Ref(Maand,1)==7,ROC(C,MonthPer));
> JulRet = ValueWhen(Maand == 7  AND Ref(Maand,1)==8,ROC(C,MonthPer));
> AugRet = ValueWhen(Maand == 8  AND Ref(Maand,1)==9,ROC(C,MonthPer));
> SepRet = ValueWhen(Maand == 9  AND Ref(Maand,1)==10,ROC(C,MonthPer));
> OctRet = ValueWhen(Maand == 10 AND  Ref(Maand,1)==11,ROC(C,MonthPer));
> NovRet = ValueWhen(Maand == 11 AND  Ref(Maand,1)==12,ROC(C,MonthPer));
> DecRet = ValueWhen(Maand == 12 AND 	Ref(Maand,1)==1,ROC(C,MonthPer));
> 
> 
> SeasRet = 
> IIf(Maand == 1, LastValue(Cum(JanRet)),
> IIf(Maand == 2, LastValue(Cum(FebRet)),
> IIf(Maand == 3, LastValue(Cum(MarRet)),
> IIf(Maand == 4, LastValue(Cum(AprRet)),
> IIf(Maand == 5, LastValue(Cum(MayRet)),
> IIf(Maand == 6, LastValue(Cum(JunRet)),
> IIf(Maand == 7, LastValue(Cum(JulRet)),
> IIf(Maand == 8, LastValue(Cum(AugRet)),
> IIf(Maand == 9, LastValue(Cum(SepRet)),
> IIf(Maand == 10,LastValue(Cum(OctRet)),
> IIf(Maand == 11,LastValue(Cum(NovRet)),
> IIf(Maand == 12,LastValue(Cum(DecRet)),0))))))))))));
> 
> SeasRet = SeasRet/(BarCount-1);
> 
> KleurHist = IIf(SeasRet<0, colorRed,IIf(SeasRet>0,colorGreen,colorLightGrey));
> 
> Plot(SeasRet,FullName()+" Seasonal Return for "+StrExtract(ListMonths,SelectedValue(Month()-1)),KleurHist,2+4);
> //Plot(OctRet,"ret",1,1);
> Title = "{{DATE}} -- {{INTERVAL}}\n{{VALUES}}   ";
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Rick Osborn <ricko@> wrote:
> >
> > I would be interested in that too
> > 
> >  Best Regards
> > Rick Osborn
> > 
> > 
> > 
> > 
> > ________________________________
> > From: Rick_Miller_98 <rick300m@>
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Mon, December 14, 2009 9:53:23 PM
> > Subject: [amibroker] Seasonality Plot
> > 
> >   
> > I am looking for some code to overlay multiple years on the same Jan-Dec axis and to create a composite plot of all of those years to identify seasonality trends.
> > 
> > Please E-Mail me if you have it. I am willing to contribute to the cause.
> > 
> > Thanks!
> >
>




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