HBS-3213: add etf fields

links/etf.pine.link

@@ -0,0 +1,77 @@
+makeNavTicker() => __financial_tickerid(syminfo.tickerid, "NAV", "D")
+makeNavAllTicker() => __financial_tickerid(syminfo.tickerid, "NAV_ALL", "D")
+makeAumTicker() => __financial_tickerid(syminfo.tickerid, "AUM", "D")
+makeFundFlowsTicker() => __financial_tickerid(syminfo.tickerid, "FUND_FLOWS", "D")
+getFundTF() => timeframe.isintraday ? "1D" : timeframe.period
+
+nav = request.security(makeNavTicker(), getFundTF(), close, ignore_invalid_symbol=true, gaps=barmerge.gaps_on)
+nav_all = request.security(makeNavAllTicker(), getFundTF(), close, ignore_invalid_symbol=true, gaps=barmerge.gaps_on)
+aum = request.security(makeAumTicker(), getFundTF(), close, ignore_invalid_symbol=true, gaps=barmerge.gaps_on)
+fund_flows = request.security(makeFundFlowsTicker(), getFundTF(), close, ignore_invalid_symbol=true, gaps=barmerge.gaps_on)
+
+threeYears = 365 * 3
+threeYears_ago = timenow - 1000 * 60 * 60 * 24 * threeYears
+countOfBars3YearsAgo = fastSearchN(time, threeYears_ago, threeYears)
+
+countETF(history, _bb, maxbarsback) =>
+    bb = _bb
+    if bar_index == 0
+        bb+=math.round(history[maxbarsback]*0)
+    (history - history[bb])/history[bb]
+
+countSumOfInterval(history, _bb, maxbarsback) =>
+    bb = _bb
+    if bar_index == 0
+        bb+=math.round(history[maxbarsback]*0)
+    sum = 0.
+    for i = 0 to bb by 1
+        if not na(history[i])
+            sum += history[i]
+    sum
+
+countYTD(history, lastYearOpen) =>
+    (history-lastYearOpen)/lastYearOpen
+
+etfYTD(history) =>
+    var lastYearOpen = history
+    if year > year[1]
+        lastYearOpen := history
+    countYTD(history,lastYearOpen)
+
+countFundFlowsYTD(history) =>
+    var sum = 0.
+    if not na(history)
+        sum += history
+        if year > year[1]
+            sum := history
+    sum
+
+plot(countETF(nav, countOfBars1MonthAgo, month1), title="nav_perf.1M")
+plot(countETF(nav, countOfBars3MonthAgo, month3), title="nav_perf.3M")
+plot(countETF(nav, barsCountOneYear, oneYear), title="nav_perf.1Y")
+plot(countETF(nav, countOfBars3YearsAgo, threeYears), title="nav_perf.3Y")
+plot(countETF(nav, countOfBars5YearAgo, years5), title="nav_perf.5Y")
+plot(etfYTD(nav), title="nav_perf.YTD")
+
+plot(countETF(nav_all, countOfBars1MonthAgo, month1), title="nav_total_return.1M")
+plot(countETF(nav_all, countOfBars3MonthAgo, month3), title="nav_total_return.3M")
+plot(countETF(nav_all, barsCountOneYear, oneYear), title="nav_total_return.1Y")
+plot(countETF(nav_all, countOfBars3YearsAgo, threeYears), title="nav_total_return.3Y")
+plot(countETF(nav_all, countOfBars5YearAgo, years5), title="nav_total_return.5Y")
+plot(etfYTD(nav_all), title="nav_total_return.YTD")
+
+plot(countETF(aum, countOfBars1MonthAgo, month1), title="aum_perf.1M")
+plot(countETF(aum, countOfBars3MonthAgo, month3), title="aum_perf.3M")
+plot(countETF(aum, barsCountOneYear, oneYear), title="aum_perf.1Y")
+plot(countETF(aum, countOfBars3YearsAgo, threeYears), title="aum_perf.3Y")
+plot(countETF(aum, countOfBars5YearAgo, years5), title="aum_perf.5Y")
+plot(etfYTD(aum), title="aum_perf.YTD")
+
+plot(countSumOfInterval(fund_flows, countOfBars1MonthAgo, month1), title="fund_flows.1M")
+plot(countSumOfInterval(fund_flows, countOfBars3MonthAgo, month3), title="fund_flows.3M")
+plot(countSumOfInterval(fund_flows, barsCountOneYear, oneYear), title="fund_flows.1Y")
+plot(countSumOfInterval(fund_flows, countOfBars3YearsAgo, threeYears), title="fund_flows.3Y")
+plot(countSumOfInterval(fund_flows, countOfBars5YearAgo, years5), title="fund_flows.5Y")
+plot(countFundFlowsYTD(fund_flows), title="fund_flows.YTD")
+
+plot((close-nav)/nav, title="nav_discount_premium")

scanner.data.pine

@@ -4,3 +4,4 @@
 #include <links/high_and_low.pine.link>
 #include <links/perfomance.pine.link>
 #include <links/business_day.pine.link>
+#include <links/etf.pine.link>