[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Seasonality Plot


  • Date: Wed, 16 Dec 2009 03:28:20 -0000
  • From: "Rick_Miller_98" <rick300m@xxxxxxxxxxxxxx>
  • Subject: [amibroker] Re: Seasonality Plot

PureBytes Links

Trading Reference Links

I removed the nested loops line and defined MonthPer=1 and managed to get a plot.

However this is looking at a month to month ROC with only 12 datapoints. A seasonality chart needs to be daily, weekly at most.

Ideally the chart would have each year's performnce plotted in the background and the composite chart of all years plotted in the foreground on a daily basis.

This seams like quite complicated coding. I would be willing to contribute towards a properly functioning chart Afl if anyone has it or is willing to code it.



--- In amibroker@xxxxxxxxxxxxxxx, "Richard" <richpach2@xxx> wrote:
>
> 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@> 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!
> > >
> >
>




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    amibroker-digest@xxxxxxxxxxxxxxx 
    amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/