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Relative Performance Chart - Dynamic assets and index

by Alexander Horn, 2007 days ago
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This function creates a chart with different plots usefull for asset allocation / rotation systems as an update to Relative Performance/Return Chart - Compare Several Assets/Stocks :

1. Pane: Relative performance of assets indexed dynamically to first visible date on chart, e.g. changes when scrolling chart
2. Pane: Trend indicator of different assets based on custom indicator and asset selection based on simple rules
3. Pane: Historical volatility of assets

Through below script the function pulls assets dynamically from watchlist, updates dates and chart.

Use this in your 3 chart panes:
a = TAA_Chart(Pane,"TrendSystem'');
where: Pane = chart pane 1-3, only in second pane: TrendSystem like "Roc(closes, 50)" --> use "closes" instead of close

Following script needs to be triggered as task in "Selected chart changed" event":
string id = "";
while(true)
{
Chart chart = Charts.GetSelectedChart();
DateTime startdate = chart.VisibleStartDate;
string newID = chart.SymbolName + " - " + startdate.ToString();
if(id != newID)
{
string[] assets = new String[20];
assets = Watchlist.GetSymbols("TAA_Basic_Selection_Static"); // change here to your watchlist
string Assets = "";

for(int j=0;j<assets.Length;j++)
{
Assets = Assets + ";" + assets[j].ToString();
}
Global.SetVariable("Symbols",Assets);

Global.SetVariable("Date",startdate);
int curbar = chart.ScrollBarIndex;
Global.SetVariable("Bars",curbar);
chart.Update();
}
App.Main.Sleep(500);
}

Screenshot of how it should look: http://goo.gl/QdzYlB


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Type: Trading Indicator

Object ID: 1397


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