Download Summary of Holdings For Amibroker (AFL)

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2 / 5 (Votes 5)

amibroker, backtest

The module will display a list of your holdings and associated statistics.
It uses string manipulations and gfx formulas to display the data in a graphics title statement.
Total value of the holdings may be plotted.
Not mine. Found on the web somewhere.

Submitted by EliStern about 14 years ago

Submitted by lmd2286 over 14 years ago

Submitted by sethmo over 11 years ago

Submitted by pious243 about 12 years ago

Submitted by durgesh1712 over 13 years ago

Submitted by Tinych over 13 years ago

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//  BEANS.afl   KSC   09/20/2008
 
// =============== Use Notes ====================
// To use, Apply Indicator as this is a plotted result using the
// Gfx graphics routines.
// If you put the pole anywhere earlier than the BuyDate for a holding,
// the BuyPrice will be a large and incorrect number.
// ==============================================
 
// =============== Holdings=======================
// Add as many holdings as you want, formatted as:
// Hx = "Symbol,Shares,DateofPurchase,BuyPrice";
// Example: H1 = "SPY,500,06/04/2008,148.50 ";
// Omit share price to automatically use EOD price.
// Avoid spaces after and before commas.
// Enter TotalSymbolCount to match the number of Holdings
H1 = "SPY,100,06/04/2007,148.50";
H2 = "GLD,100,06/05/2008,86.00";
H3 = "OAKBX,100,11/05/2007";
H4 = "PSPFX,100,03/10/2008";
H5  = "BEARX,100,05/21/2008";
TotalSymbolCount = 5;
// =============== End of Holdings==================
 
// ============== Initialize =======================
Title = "";
CellHeight  = Param( "CellHeight", 20, 10, 30, 1 );
CellWidth   = Param( "CellWidth",  90, 70, 110, 1 );
PlotSpace   =   Param( "PlotSpace", 50, 20, 80, 1 );
// Toggle ShowPlot to plot the Total value of the holdings
ShowPlot        =   ParamToggle( "ShowPlot", "No|Yes" );
SymList = "";
ShrList = "";
DatList = "";
BuyList = "";
// ============== Prepare Strings =================
 
for ( i = 1; i < totalSymbolCount + 1; i++ )
{
    list = VarGetText( "H" + NumToStr( i, 1.0, 0 ) );
 
    if ( i == 1 )
    {
        comma = "";
    }
    else
    {
        comma = ",";
    }
 
    SymList +=  comma + StrExtract( list , 0 );
 
    ShrList +=  comma + StrExtract( list, 1 );
    DatList +=  comma +  StrExtract( list, 2 );
    BuyList +=  comma +  StrExtract( list, 3 );
}
 
// Uncomment next line to see the strings
//Title = "\n\n\n\n\n\n\n\n\n\n\n\n\n" + SymList + "\n" + ShrList + "\n" +
DatList + "\n" + BuyList;
 
// ============== Functions for display ===========
function PrintInCell( string, row, Col, TxtColor )
{
    GfxSetTextColor( TxtColor );
    GfxDrawText( string, Col * CellWidth, row * CellHeight, ( Col + 1 ) *
                 CellWidth, ( row + 1 ) * CellHeight, 0 );
}
 
//  Converts a date to DateNum. dat is the date in mm/dd/yyyy format (enclose in quotes)
function DateToDateNum( dat )
{
    firstbreak  = StrFind( dat, "/" );
    mont            = StrToNum( StrLeft( StrLeft( dat, firstbreak )   , firstbreak - 1 ) );
    fragment        = StrRight( dat, StrLen( dat ) - firstbreak );
    secbreak        = StrFind( fragment, "/" );
    daa         = StrToNum( StrLeft( StrLeft( fragment, secbreak )   , secbreak - 1 ) );
    yeer            = StrToNum( StrRight( fragment, StrLen( fragment ) - secbreak ) );
    yerr            = IIf( yeer <= 99 AND yeer > 25, yeer + 1900, IIf( yeer <= 25, yeer +
                  2000, yeer ) );
    DatNum      = ( yerr - 1900 ) * 10000 + mont * 100 + daa;
    return DatNum;
}
 
function DateToBar( dn )
 
{
    return LastValue( ValueWhen( DateNum() == dn, BarIndex() ) );
}
 
// ===================== Gfx Printing of Title ==============================
GfxSelectFont( "Courior New", CellHeight / 2 );
GfxSetBkMode( 1 );
 
// ===================== Headers for columns ================================
CellWidth = 400;
DateSelect = NumToStr( SelectedValue( DateTime() ), formatDateTime );
TopHL = "BEANS Module for " + StrFormat( DateSelect );
Colorx = colorBlack;
PrintInCell( TopHL,         0, 0, colorx );
CellWidth = 90;
PrintInCell( "Fund",        1, 0, colorx );
PrintInCell( "BuyDate",     1, 1, colorx );
PrintInCell( "BuyPrice",    1, 2, colorx );
PrintInCell( "Shares",      1, 3, colorx );
PrintInCell( "BuyVal",      1, 4, colorx );
PrintInCell( "CurPrice",    1, 5, colorx );
PrintInCell( "CurValue",    1, 6, colorx );
PrintInCell( "1d%",         1, 7, colorx );
PrintInCell( "1d$Gain",     1, 8, colorx );
PrintInCell( "Tot%Chg",     1, 9, colorx );
PrintInCell( "21dROC",      1, 10, colorx );
PrintInCell( "63dROC",      1, 11, colorx );
 
 
// ================== Core section to print and calculate Title information=============
// Note: if you rearrange columns, change headers to match
// -------------- Extract Symbols, Dates, and Shares from string lists------------------
kk  =   2;
FTot = 0;
GainDol1dTot = 0;
ValatBuyTot = 0;
 
for ( i = 0; ( sym = StrExtract( SymList, i ) ) != ""; i++ )
{
    // Loop
    // Set Ticker/Trade Environment.
    SetForeign( sym );
 
    Dat         =   StrExtract( DatList, i );
    Dat1            =   StrToDateTime( Dat );
    BuyDate     =   DateToDateNum( Dat );
    BuyBar      =   DatetoBar( BuyDate );
    BuyPr           =   StrExtract( BuyList, i );
 
    if ( BuyPr != "" )
    {
        BuyPr2  =   StrToNum( BuyPr );
    }
    else
    {
        BuyPr2  =   ValueWhen( DateTime() == Dat1, C, 1 );
    }
 
    Shr         =   StrExtract( ShrList, i );
 
    ValatBuy        =   BuyPr2 * StrToNum( Shr );
    ValToday    = C * StrToNum( Shr );
    GainPC      =   100 * ( C - BuyPr2 ) / BuyPr2;
    GainDol1d   =   StrToNum( Shr ) * ( C - Ref( C, -1 ) );
    Ftot            = Ftot + ValToday;
    GainDol1dTot = GainDol1dTot + GainDol1d;
    ValatBuyTot = ValatBuyTot + ValatBuy;
    Color1      =   colorBlack;
 
    if ( LastValue( ROC( C, 1 ) >= 0 ) )
    {
        Color2 = colorGreen;
    }
    else
    {
        Color2 = colorRed;
    }
 
    if ( LastValue( ROC( C, 21 ) >= 0 ) )
    {
        Color3 = colorGreen;
    }
    else
    {
        Color3 = colorRed;
    }
 
    if ( LastValue( ROC( C, 63 ) >= 0 ) )
    {
        Color4 = colorGreen;
    }
    else
    {
        Color4 = colorRed;
    }
 
 
    Colorx  =   colorBlack;
 
    PrintInCell( StrFormat( sym ),                              i + kk, 0, color1 );//Col1:Sym
    PrintInCell( StrFormat( Dat ),                              i + kk, 1, color1 );//Col2:BuyDate
    PrintInCell( StrFormat( "$" + "%01.2f", BuyPr2 ),   i + kk, 2, color1 );//Col3:BuyPrice
    PrintInCell( StrFormat( "%01.0f", StrToNum( Shr ) ),        i + kk, 3, color1 );//Col4:Shares
    PrintInCell( StrFormat( "$" + "%01.0f", ValatBuy ),         i + kk, 4, color1 );//Col5:ValatBuy
    PrintInCell( StrFormat( "$" + "%01.2f", C  ),               i + kk, 5, color1 );//Col5:PriceToday
    PrintInCell( StrFormat( "$" + "%01.0f", ValToday ),         i + kk, 6, color1 );//Col6:ValueToday
    PrintInCell( StrFormat( "%01.2f", ROC( C, 1 ) ) + "%",  i + kk, 7, color2 );//Col6:1dROC
    PrintInCell( StrFormat( "$" + "%01.0f", GainDol1d ),    i + kk, 8, color2 );//Col8:1dGain$
    PrintInCell( StrFormat( "%01.1f", GainPC ) + "%",       i + kk, 9, color2 );//Col7:Tot%Change
    PrintInCell( StrFormat( "%01.2f", ROC( C, 21 ) ) + "%",     i + kk, 10, color3 );//Col9:21dROC
    PrintInCell( StrFormat( "%01.2f", ROC( C, 63 ) ) + "%",     i + kk, 11, color4 );//Col9:63dROC
 
 
    RestorePriceArrays();
}// End Loop
 
FTot1dROC   =   ROC( Ftot, 1 );
 
TotChg      =   100 * ( FTot - ValatBuyTot ) / ValatBuyTot;
 
FTot21      =   ROC( Ftot, 21 );
 
Ftot63      =   ROC( Ftot, 63 );
 
if ( LastValue( Ftot1dROC >= 0 ) )
{
    Color5 = colorGreen;
}
else
{
    Color5 = colorRed;
}
 
if ( LastValue( GainDol1dTot >= 0 ) )
{
    Color6 = colorGreen;
}
else
{
    Color6 =
        colorRed;
}
 
if ( LastValue( TotChg >= 0 ) )
{
    Color7 = colorGreen;
}
else
{
    Color7 = colorRed;
}
 
if ( LastValue( Ftot21 >= 0 ) )
{
    Color8 = colorGreen;
}
else
{
    Color8 = colorRed;
}
 
if ( LastValue( Ftot63 >= 0 ) )
{
    Color9 = colorGreen;
}
else
{
    Color9 = colorRed;
}
 
 
PrintInCell( StrFormat( "$" + "%01.0f", ValatBuytot ),  i + kk + 1, 4, color1 );
 
PrintInCell( StrFormat( "%01.0f", Ftot ),                   i + kk + 1, 6, color1 );
PrintInCell( StrFormat( "%01.1f", FTot1dROC ) + "%",        i + kk + 1, 7, color5 );
PrintInCell( StrFormat( "$" + "%01.0f", GainDol1dTot ), i + kk + 1, 8, color6 );
PrintInCell( StrFormat( "%01.1f", TotChg ) + "%",           i + kk + 1, 9, color7 );
PrintInCell( StrFormat( "%01.1f", Ftot21 ) + "%",           i + kk + 1, 10, color8 );
PrintInCell( StrFormat( "%01.1f", Ftot63 ) + "%",           i + kk + 1, 11, color9 );
 
 
if ( ShowPlot != 0 )
{
    Plot( Ftot, "", 1, 1 );
}
 
GraphXSpace = PlotSpace;

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Summary of Holdings for Amibroker (AFL)
AndrewThomas
about 14 years ago
Amibroker (AFL)

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