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3 / 5 (Votes 6)

amibroker

Submitted by hbkwarez over 10 years ago

Submitted by MarcosEn over 13 years ago

Submitted by motorfly over 13 years ago

Submitted by durgesh1712 over 13 years ago

Submitted by Tinych over 13 years ago

Submitted by northstar over 13 years ago

Indicator

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_SECTION_BEGIN("Frecuency Distribution Returns");
//Plot histogram of the number of bars which fall between percentiles between 2 data points 
 
// Porcentaje de cada barra y periodos a sumar.
binpercent=Param("Numero de Barras",15,5,20,1); timeperiod=Param("period for observation",200,50,2000,50); 
ColorBar=ParamColor("Color barras",colorAqua); ColorText=ParamColor("Color Texto",colorWhite);
 
// Escalares con la suma de apariciones
frequency=0; f=0;
 
//Recupera en un array los retornos diarios
 
percent=Nz(100*(log(C/Ref(C,-1))));
//percent=Nz(100*((L-Ref(C,-1))/Ref(C,-1))); //Diferencia porcentual entre el minimo y el cierre anterior
 
// numero de barras dividiendo el 100% entre el % de cada barra mas 1
numbins=binpercent+1;
//Obtiene la maxima y minima ganancia en el periodo
yMax=SelectedValue(HHV(percent,timeperiod))+0.01;
yMin=SelectedValue(LLV(percent,timeperiod))-0.01;
//Obtiene el rango del minimo valor al maximo valor
yRange=yMax-yMin;
//divide el mismo entre el numero de barras de la grafica y asigna entonces el ancho de cada barra.
BinSize=yRange/(numbins-1);
 
// primer loop de 1 al numero de barras
for(i=0;i<=numbins;i++)
//el array f se carga inversamente con el valor de las escalares minimo +el tamoño de la barra por el numero de la barra
//esto para configurar los limites de cada barra
{   f[BarCount-i-1]=SelectedValue(ymin+binsize*i);
} 
 
 
//Segundo Loop este va a cargar la suma de las frecuencias
//Genera el loop uno por cada barra
for(i=1;i<=numbins;i++)
{   frequency[BarCount-numbins+(i-1)]=SelectedValue(Sum(((percent>=f[BarCount-i])AND
(percent<=f[BarCount-(i+1)])),timeperiod));
}
 
//Tercer Loop genera el string con los nombres del ejes de las x.
XaxisNames = "";
for( y = 1; y < numbins; y++ )
{   
    XaxisNames = XaxisNames + " | " +StrFormat("%.2f", f[BarCount-y])+"," + StrFormat("%.2f", f[BarCount-y]) ;
}
_N(XaxisNames = XaxisNames + " | " +StrFormat("%.2f", f[BarCount-numbins])) ;
 
 
/////////////////////////////////////////////////
// Drawing code & helper functions
////////////////////////////////////////////////
 
GfxSetOverlayMode( 0 );
GfxSelectFont( "Tahoma", 12 ); 
GfxSetTextColor(colortext);
GfxSetBkMode( 1 );
 
YOffset = 25;
XOffset = 15;
 
// ========================================= FUNCIONES =================================================
// Pinta las barras ARG ( texto del eje x, barra a pintar,
function DrawBar( text, bar, numbars, y, Miny, Maxy )
{
 BarWidth = (Status("pxwidth") - 4 * XOffset )/( numbars + 1 ); 
 BarHeight = Status("pxheight") - 2 * YOffset;
 relpos = ( y - Miny ) / (Maxy - Miny );
 
 xp = XOffset + ( bar + 0.5 ) * BarWidth;
 yp = YOffset + BarHeight * ( 1 - relpos );
 xe = XOffset + ( bar + 1 ) * BarWidth;
 ye = YOffset + BarHeight * ( 1 - ( -miny )/( maxy - miny ) );
   
 if( y > 0 )
    {
    GfxGradientRect( xp, yp, xe , ye, colorBar, colorBar ); 
    }
 else
    {
    GfxGradientRect( xp, ye, xe , yp, ColorHSB( 0, 20, 255 ), ColorHSB( 0, 255 * ( 1 - relpos ), 255 ) ); 
    }
 GfxSelectFont( "Tahoma", 8 ); 
 GfxTextOut( text, xp, ye );// valores eje x
 GfxSelectFont( "Tahoma", 12 ); 
 GfxTextOut( StrFormat("%.0f", y ), xp+10, yp-20 ); // valor de la barra
}    
 
// Pinta el grid y los niveles
function DrawLevels( Miny, Maxy )
{
  range = Maxy - Miny;
 
  grid = 100;
  if( range < 10 ) grid = 1;
  else
  if( range < 20 ) grid = 2;
  else
  if( range < 50 ) grid = 5;
  else
  if( range < 100 ) grid = 10;
  else
  if( range < 200 ) grid = 20;
  else
  if( range < 500 ) grid = 50;
 
  width = Status("pxwidth") - 4 * XOffset;
  height = Status("pxheight") - 2 * YOffset;
 
  GfxSelectPen( colorBlack, 1, 2 );
  for( y = grid * ceil( Miny / grid ); y <= grid * floor( Maxy / grid ); y += grid )
  {
    yp =  YOffset + Height * ( 1 -  ( y - Miny ) / (Maxy - Miny ) );
    GfxMoveTo( XOffset, yp );
    GfxLineTo( XOffset + width , yp );
    GfxTextOut( ""+ y, XOffset + 2 + width, yp );
  }
 
  GfxSelectPen( colorBlack, 1, 0 );
  GfxMoveTo( XOffset, YOffset );
  GfxLineTo( XOffset + width, YOffset );
  GfxLineTo( XOffset + width, YOffset + Height );
  GfxLineTo( XOffset , YOffset + Height );
  GfxLineTo( XOffset , YOffset );
}
 
function DisplayFrecuency()
{
 Bar = 0;
 
 //Alto
 MinAvgProf = MaxAvgProf = 0;
//determina alto de las frecuencias
 for( y = 0; y < numbins; y++ )
 {
   Chg = frequency[BarCount-numbins+y];
   MinAvgProf = Min( MinAvgProf, Chg );
   MaxAvgProf = Max( MaxAvgProf, Chg );
 }
 
// Pinta las barras
 for( y = 0; y < numbins-1; y++ )
 {
   Chg = frequency[BarCount-numbins+y];
   DrawBar( StrExtract(XaxisNames, y+1 ), Bar++, numbins-1, Chg, MinAvgProf , MaxAvgProf );
 }
 DrawLevels( MinAvgProf , MaxAvgProf ); //pinta el grid
}
 
////////////////////////////
// Main program - chart type switch
////////////////////////////
DisplayFrecuency();
 
_N(Title = StrFormat("Symbol:  {{NAME}}  Date:  {{DATE}} \n\n"
 +    "FRECUENCY DISTRIBUTION RETURNS\n" +
"\nPeriods :    " + WriteVal(timeperiod,1.0) + "  " + Interval(2) +
"\n\nMax "+ Interval(2) + " Return          :   " + WriteVal(yMax-0.01,1.2) + " %%" +
"\nMin "+ Interval(2) + " Return           :   " + WriteVal(yMin+0.01,1.2) + " %%" +
"\nAverage "+ Interval(2) + " Return   : " + WriteVal(MA(percent,timeperiod)) + " %%"  +
"\nStandard Deviation : " + WriteVal(StDev(percent,timeperiod)) +
 
 
"\n\nMedian : " + WriteVal(Median(percent,timeperiod),1.3)+
"\nVaR Level 99 :  " + WriteVal(Percentile(percent,timeperiod,1),1.2) + " %%" ));
 
_SECTION_END();
 
_SECTION_BEGIN("Background Color");
BKswitch = ParamToggle("Background Color","On,Off",1);
 
OUTcolor = ParamColor("Outer Panel Color",colorWhite);
TitleColor = ParamColor("Title Color ",ColorRGB(245,245,245));
 
if (NOT BKswitch)
{
    SetChartBkColor(OUTcolor); // color of outer border
    Gradient = ParamToggle("Gradient Background Y/N","NO|YES");
    INUPcolor = ParamColor("Inner Panel Upper",colorLightYellow);
    INDNcolor = ParamColor("Inner Panel Lower",colorSeaGreen);
    if(gradient)
        SetChartBkGradientFill(INUPcolor,INDNcolor,TitleColor); // color of inner panel
}
_SECTION_END();

1. BrockQAW

over 11 years ago

How it works?

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2. vjragx

over 11 years ago

how to use this indicator can you please explain?

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3. Gsant

over 11 years ago

Hi!

This is a statistical tool. Not properly an indicator.

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Frecuency Distribution Returns for Amibroker (AFL)
Gsant
over 11 years ago
Amibroker (AFL)

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Frecuency Distribution Returns for Amibroker (AFL) Gsant over 11 years ago Amibroker (AFL)

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Indicator / Formula

3 comments

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Frecuency Distribution Returns for Amibroker (AFL)
Gsant
over 11 years ago
Amibroker (AFL)