Weighted Index for Amibroker (AFL)

//Select a group of tickers i.e. Apply to/Use Filter/Define - choose a watchlist
//Click on Scan to create your new index
AddToComposite((Close*Volume),  "~GMarketIndx", "I");

AddToComposite(Open*((Close*Volume)/Foreign("~GMarketIndx","I")),"~GMarketIndx", "O");  
AddToComposite(High*((Close*Volume)/Foreign("~GMarketIndx","I")),"~GMarketIndx","H");   
AddToComposite(Low*((Close*Volume)/Foreign("~GMarketIndx","I")),"~GMarketIndx","L");   
AddToComposite(Close*((Close*Volume)/Foreign("~GMarketIndx","I")),"~GMarketIndx", "C"); 
AddToComposite(Volume*((Close*Volume)/Foreign("~GMarketIndx","I")),"~GMarketIndx","V");   
			
Buy = 0; // required by scan mode
	

//To check on some of the values;
//Click on Explore
Filter = Close>0;
AddColumn(Close,"Close",1.3);

AddColumn(Close*Volume,"Close*Volume",1.3);
AddColumn(Foreign("~GMarketIndx", "I"),"I",1.3);
AddColumn(Close*((Close*Volume)/Foreign("~GMarketIndx","I")),"CFinal",1.3);

AddColumn(Volume,"Volume",1.3);
AddColumn(Close*Volume,"Close*Volume",1.3);
AddColumn(Foreign("~GMarketIndx", "I"),"I",1.3);
AddColumn(Volume*((Close*Volume)/Foreign("~GMarketIndx","I")),"VFinal",1.3);