[DUPLICATE] "Market Capitalization (ttm)" and index out of range

Author: deepbuyer

Creation Date: 8/9/2008 4:49 PM

Wealth Lab » WealthScript (.NET) » [DUPLICATE] "Market Capitalization (ttm)" and index out of range

deepbuyer

8/9/2008 4:49 PM

I am trying to incorporate the market cap value in the code. I used the strategy builder to find how to get the market cap. Strategy builder if great, by the way, I had no idea I could just dig in there and get the market cap. Anyways,the code below gives "index out of range" for BA, HON and some other stocks. It does work for ~2/3 of the Dow30. I see that there is a file in fundamental folder for BA of roughly the same size as for the stocks that do work. I don't know how to look inside and if the problem is even in the data file.

CODE:
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I am trying to incorporate the market cap value in the code. I used the strategy builder to find how to get the market cap. Strategy builder if great, by the way, I had no idea I could just dig in there and get the market cap. Anyways,the code below gives "index out of range" for BA, HON and some other stocks. It does work for ~2/3 of the Dow30.  I see that there is a file in fundamental folder for BA of roughly the same size as for the stocks that do work. I don't know how to look inside and if the problem is even in the data file.
[CODE]
    using System;
    using System.Collections.Generic;
    using System.Text;
	using System.IO;
    using WealthLab;
    using WealthLab.Indicators;
    using System.Drawing;
using WealthLab.Rules;

namespace WealthLabCompile
{
	class DipBuyer : WealthScript
	{

//Create parameters 
		private StrategyParameter pctDip;

public DipBuyer() 
		{ 
			pctDip = CreateParameter("Dip Percent", 0.5, 0.5, 3, 0.25); 
		}

protected override void Execute() 
		{ 
			if ( Bars.IsIntraday )
			{
				SetScaleDaily();	
							
				DataSeries dsRatio = FundamentalsRatio.MarketCapSeries( this );
				dsRatio.Description = "Market Capitalization (ttm)";
				
				RestoreScale();
				dsRatio = Synchronize(dsRatio);

ChartPane paneRatio = CreatePane(50, true, false);
				PlotSeries(paneRatio, dsRatio, Color.Purple, LineStyle.Histogram, 50);

DataSeries trigger = Bars.Close * (1 - pctDip.Value/100); 
				PlotSeries( PricePane, trigger >> 1, Color.Red, LineStyle.Solid, 1 );
				
				
				for (int bar = 10000; bar < Bars.Count-1; bar++) 
				{ 
					for (int pos = ActivePositions.Count - 1; pos >= 0; pos--) 
					{ 
						Position p = ActivePositions[pos];
 
						if ( Bars.IsLastBarOfDay( bar ) )
							SellAtClose( bar, p, "@Close" );
					}

if( dsRatio[bar].CompareTo(100000) > 0 )
						if( Bars.IntradayBarNumber(bar) == 5)
							BuyAtLimit(bar+1, trigger[bar]);

}
				Bars.Cache.Clear(); 
			}}		
	} 
} [/CODE]

Eugene

8/10/2008 2:39 AM

See this thread for the known problem description and workaround.

deepbuyer

8/30/2008 6:57 PM

market cap for ETFs is 0.00 for some reason. do i understand it correctly that the fundamental data from fidelity does not cover ETFs?

Eugene

8/31/2008 12:20 AM

Since it looks like a data issue, better if it's reported to Fidelity.

Cone

8/31/2008 8:07 AM

Are you even sure that ETFs report "Financials"? Can you find these data on one of the ETF sites?

In my opinion, just imagine the garbage you'd have to sift through by combining financial statements of ETF constituent companies that could include 1-time write-offs and distributions. It's hard enough to make sense out of it for just 1 company!