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Summary of Holdings for Amibroker (AFL)

Rating:
2 / 5 (Votes 4)
Tags:
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.

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Indicator / Formula

Copy & Paste Friendly
//  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;

1 comments

1. bodisaudi

error

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