90 day Moving Average needs at least 90 days worth of data

AmiBroker
1

Good morning,

I'm explaining something that's happening to me in case anyone can help. It's happening with some stocks. I'll use Tesla as an example. Let's see if I can explain it properly.

I checked Symbol/Quote Editor and I have Tesla data since June 29, 2010 (I have NorgateData). That is, I can see the Close and Volume.

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I run an explorer with this AFL:

VolumenMonetario = Volume * Close;
PromedioVolumenMonetario = MA(VolumenMonetario,90);
LiquidezMinima =  1000000;
FiltroLiquidez =  PromedioVolumenMonetario >= LiquidezMinima;

// Explorador
Filter =1;
AddtextColumn(FullName(),"Nombre");
AddColumn( Close, "Close" );
AddColumn( Volume, "Volume",1 );
AddColumn( PromedioVolumenMonetario, "VolumenMonetario",1 );

And what I get is this:

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As you can see, the MonetaryVolume (Close*Volume) column is empty until November 3, 2010.

I have no idea why.

I wish you could help me, thank you very much.

2

Sorry, I think I just realized... I'm calculating a 90-day MA, and maybe that's why the data doesn't appear until I have 90 days of data...
I'm not deleting the post in case it helps someone else.

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3

Yeah well done for working that out. I’ve done the same thing in the past.

Coming up against such problems is really useful to remind us what is actually going on under the hood.

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4

Thank you so much for the encouragement, I need it.
I don't know what's wrong with me, but I'm having a hard time learning AFL. I don't know if it's because of my age (53), because I don't have much command of English, or because I don't have the necessary skills.
Look, there are materials available to learn, but I keep getting stuck.
That said, I've been trying for over a year now, and I'm still trying!

5

Trust me, that’s not slow. Yeah, you might see some people who appear to have everything up and running super quick. They might be in their 20’s, have no commitments and so they can afford to take a ton of risk.

All I can say is, if you’re enjoying the process, don’t give up. The more time you spend with AFL, the more awareness you will have of what has actually been accomplished and the more in awe of it you will be. But it IS challenging to master this software, and that is ok. Just keep playing with it. Amibroker will allow you to look under more rocks faster and find treasure early and will help you keep your own psychology from undoing your hard work in strategy development. I believe it is worth it.

We’ve become accustomed to plug and play software which has changed our expectations of how quickly we can master software but simultaneously we have lost the capability in most software to extend functionality.

The reason Amibroker is so beautiful is that you can do anything with AFL once you truly understand it.

Really think about what you’re trying to do here. Whether you recognise it or not, you are starting a business and in the process, you are developing a mastery of quantitative trading (possibly alongside an unrelated career, family, and/or other commitments).

Would you be disappointed not to have mastered any other discipline in just 1 year? I’m 3.5 years into Amibroker, 5.5 years into trading in general and still consider myself an idiot.

There are some bits of advice I would give.

First is work through the articles in the knowledge base. There is treasure there.

Second is to be aware that the manual is not just online, but in the help menu on Amibroker. Use it for everything and access it often.

Third is that when you have a question, first use the form search function and see if it has been answered. If it hasn’t been answered, you don’t understand the answer, or the answer doesn’t work for you, then please;

Fourth NEVER, EVER be afraid to ask a question because you fear it might make someone angry, or might make you appear stupid. There are various reasons why some people may respond in an aggravated tone that have nothing to do with you or your question. That doesn’t mean you can’t learn.

If, on the other hand, you’re not enjoying the process, but being able to set this up is a must, then there are organisations and mentors who will set this up for you for a fee. Think about how much you’d invest into a single position and it could very well be worth it if you are able to afford it and want to get a head start.

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6

Great advice @SpandexMan - pure gold.

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