RSI Relative Performance |
//www.aflcode.com _SECTION_BEGIN("Relative Performance"); _N( TickerList = ParamStr("Tickers", "^DJI,MSFT,GE") ); NumBars = 20; fvb = Status("firstvisiblebar"); Plot( 100 * ( C - C[ fvb ] ) / C[ fvb ], Name(), colorBlue ); for( i = 0; ( symbol = StrExtract( TickerList, i ) ) != ""; i++ ) { fc = Foreign( symbol, "C" ); if( ! IsNull( fc[ 0 ] ) ) { Plot( 100 * ( fc - fc[ fvb ] )/ fc[ fvb ], symbol, colorLightOrange + ( (2*i) % 15 ), styleLine ); } } PlotGrid( 0, colorYellow ); _N( Title = "{{NAME}} - Relative Performance [%]: {{VALUES}}" ); if( Status("action") == actionCommentary ) { Change = SelectedValue( ROC( C, NumBars ) ); printf( "Over last %g bars ", NumBars ); printf( Name() + " has moved %.2g%%\n", Change ); printf("\nIn the same time\n"); for( i = 0; ( symbol = StrExtract( TickerList, i ) ) != ""; i++ ) { fc = Foreign( symbol, "C" ); if( ! IsNull( fc[ 0 ] ) ) { fChange = SelectedValue( ROC( fc, NumBars ) ); printf( symbol + " performance was %.2g%%", fChange, fChange - Change ); if( fChange - Change > 0 ) { printf( " better " ); } else { printf( " worse " ); } printf( "than " + Name() + "\n"); } } } _SECTION_END();
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