Charting KO agregate serie on universe Europe 600

Report a problem or error
1

Hello, i’m trying to make a macrochart of the EuroStoxx600 index with market breadth datas (advance decline line, stocks above SMA50, stocks above SMA200)

I’m starting by creating an agregate serie to replicate the EuroStoxx600. First i make a copy of the agregate serie Portfolio123/Samples/“Benchmark - SP500”. Then i replace the universe “S&P500 LargeCap (IVV)” by Multi-country/“Europe 600” (screen capture 1) and i save it.
Then I run the chart. It looks good with 6 month or even 1 year date range (screen capture 2). But it doesn’t work above one year : 2 years and 5 years charts don’t look good (screen capture 3 and 4).

I run into the same problem if i try to replace the “S&P500 LargeCap” with a custom universe of the stocks i trade. Rule : ExchCountry(“FRA, BEL, NLD, ESP, PRT, ITA”).

Can you help me ?

1.euro600_agregate_serie_rules
1.euro600_agregate_serie_rules1155×474 57.5 KB

2.euro600_agregate_serie_chart1Y_OK
2.euro600_agregate_serie_chart1Y_OK1153×853 86.8 KB

3.euro600_agregate_serie_chart2Y_KO
3.euro600_agregate_serie_chart2Y_KO1180×883 141 KB

4.euro600_agregate_serie_chart5Y_KO
4.euro600_agregate_serie_chart5Y_KO1157×852 82.6 KB

2

Thanks for letting us know about this issue. We are looking into it. There are 2 Europe tickers ALPHA:FRA, ALVER:FRA that are causing the issue. A temporary fix would be to write your rule like this so it ignores those 2 tickers which are showing mktcap in the trillions:
UnivCapAvg(“mktcap < 1000000 and Close_D(0) > 1”, “Close_D(0) / Close_D(1)”)
or like this
UnivCapAvg(“!Ticker(ALPHA:FRA, ALVER:FRA) and Close_D(0) > 1”, “Close_D(0) / Close_D(1)”)

1 Like