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Thanks for that Tomasz, I only spent a few
minutes on it this morning in between trading, so did not think to investigate
alternative last bar formulae.
<span
>Cheers,
<span
>Graham
<span
>-----Original Message-----
From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]
Sent: Wednesday, 5 February 2003
4:45 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Creating
an artifical security.
<font size=3
face="Times New Roman">
<font size=2
face="Times New Roman">Graham,
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">By the way
DateNum()==LastValue(DateNum())
<font size=2
face="Times New Roman">works good for
EOD only databases.
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">To make it work for all
databases (including intraday) you would either use
<font size=2
face="Times New Roman">Cum(1) == LastValue(
Cum(1) )
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">or (in newer versions):
<font size=2
face="Times New Roman">DateTime() ==
LastValue(DateTime())
<font size=2
face="Times New Roman">
<font size=2
face="Times New Roman">or
<font size=2
face="Times New Roman">BarIndex() ==
LastValue(BarIndex())
<font size=2
face="Times New Roman">
Best regards,
Tomasz Janeczko
amibroker.com
<span
>----- Original Message -----
<font
size=2 face=Arial>From: <a href=""
title="gkavanag@xxxxxxxxxxxxxx">Graham
<span
>To:<font
size=2 face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx
<span
>Sent:<font
size=2 face=Arial> Wednesday,
February 05, 2003 9:30 AM
<span
>Subject:<font
size=2 face=Arial> RE:
[amibroker] Creating an artifical security.
<font size=2
face="Times New Roman">
<span
lang=EN-AU >Thanks for the compliment Tomasz
<span
lang=EN-AU >Have been thinking about this one myself
today and considered it unnecessary to produce the composite unless needed for
some reason. I have simplified the code a bit, and then made more complex with
adding the trading tick and the available range of modifying the last price
values J
<span
>
<font size=2 color=green
face="Courier New">//allow for minimum trading ticks
<font size=2 color=black
face="Courier New">tick = <span
lang=EN-AU >0.5<font
size=2 color=black face="Courier New">;
<font size=3
face="Times New Roman">
<font size=2 color=black
face="Courier New">xo = <span
lang=EN-AU >LastValue<font
size=2 color=black face="Courier New">(<font size=2 color=red
face="Courier New">O<span
lang=EN-AU >);
<font size=2 color=black
face="Courier New">do = <span
lang=EN-AU >round<font
size=2 color=black face="Courier New">(xo*<font size=2
color=fuchsia face="Courier New">0.2<font size=2
color=black face="Courier New">);
<font size=2 color=red
face="Courier New">O<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Param<font size=2
color=black face="Courier New">(<font size=2
color="#cc4466" face="Courier New">"O"<font
size=2 color=black face="Courier New">,xo,xo-do,xo+do,tick),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">O<span
lang=EN-AU >,<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">));
<font size=2 color=black
face="Courier New">xh = <span
lang=EN-AU >LastValue<font
size=2 color=black face="Courier New">(<font size=2 color=red
face="Courier New">H<span
lang=EN-AU >);
<font size=2 color=black
face="Courier New">dh = <span
lang=EN-AU >round<font
size=2 color=black face="Courier New">(xh*<font size=2
color=fuchsia face="Courier New">0.2<font size=2
color=black face="Courier New">);
<font size=2 color=red
face="Courier New">H<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Param<font size=2
color=black face="Courier New">(<font size=2
color="#cc4466" face="Courier New">"H"<font
size=2 color=black face="Courier New">,xh,xh-dh,xh+dh,tick),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">H<span
lang=EN-AU >,<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">));
<font size=2 color=black
face="Courier New">xl= <span
lang=EN-AU >LastValue<font
size=2 color=black face="Courier New">(<font size=2 color=red
face="Courier New">L<span
lang=EN-AU >);
<font size=2 color=black
face="Courier New">dl = <span
lang=EN-AU >round<font
size=2 color=black face="Courier New">(xl*<font size=2
color=fuchsia face="Courier New">0.2<font size=2
color=black face="Courier New">);
<font size=2 color=red
face="Courier New">L<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Param<font size=2
color=black face="Courier New">(<font size=2
color="#cc4466" face="Courier New">"L"<font
size=2 color=black face="Courier New">,xl,xl-dl,xl+dl,tick),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">L<span
lang=EN-AU >,<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">));
<font size=2 color=black
face="Courier New">xc = <span
lang=EN-AU >LastValue<font
size=2 color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >);
<font size=2 color=black
face="Courier New">dc = <span
lang=EN-AU >round<font
size=2 color=black face="Courier New">(xc*<font size=2
color=fuchsia face="Courier New">0.2<font size=2
color=black face="Courier New">);
<font size=2 color=red
face="Courier New">C<span
lang=EN-AU > = <font
size=2 color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()==<font
size=2 color=blue face="Courier New">LastValue<font size=2
color=black face="Courier New">(<font size=2 color=blue
face="Courier New">DateNum<span
lang=EN-AU >()),<font
size=2 color=blue face="Courier New">Param<font size=2
color=black face="Courier New">(<font size=2
color="#cc4466" face="Courier New">"C"<font
size=2 color=black face="Courier New">,xc,xc-dc,xc+dc,tick),<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">));
<font size=3
face="Times New Roman">
<font size=3
face="Times New Roman">
<font size=2 color=blue
face="Courier New">Plot<span
lang=EN-AU >( <font
size=2 color=blue face="Courier New">EMA<font size=2
color=black face="Courier New"> (<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,<font
size=2 color=fuchsia face="Courier New">10<font size=2
color=black face="Courier New">),<font size=2
color="#cc4466" face="Courier New">"EMA"<font
size=2 color=black face="Courier New">,<font size=2 color=red
face="Courier New">colorBlue<span
lang=EN-AU >,<font
size=2 color=red face="Courier New">styleLine<font size=2
color=black face="Courier New">);
<font size=2 color=blue
face="Courier New">Plot<span
lang=EN-AU >(<font
size=2 color=red face="Courier New">C<font size=2 color=black
face="Courier New">,<span
lang=EN-AU >"chart"<font
size=2 color=black face="Courier New">,<font size=2 color=red
face="Courier New">colorBlack<span
lang=EN-AU >,<font
size=2 color=red face="Courier New">styleCandle<font size=2
color=black face="Courier New">);
<font size=2 color=blue
face="Courier New">Plot<span
lang=EN-AU >(<font
size=2 color=blue face="Courier New">StochD<font size=2
color=black face="Courier New">(<font size=2
color=fuchsia face="Courier New">14<font size=2
color=black face="Courier New">),<font size=2
color="#cc4466" face="Courier New">"stochD"<font
size=2 color=black face="Courier New">,<font size=2 color=red
face="Courier New">colorGreen<span
lang=EN-AU >,<font
size=2 color=red face="Courier New">styleLine<font size=2
color=black face="Courier New">+<font size=2 color=red
face="Courier New">styleOwnScale<font size=2 color=black
face="Courier New">);
<font size=2 color=blue
face="Courier New">Plot<font
color=black>(<font
color=blue>StochK<font
color=black>(<font
color=fuchsia>14<font
color=black>),<font
color="#cc4466">"stochK"<font
color=black>,<font
color=red>colorRed<font
color=black>,<font
color=red>styleLine<font
color=black>+<font
color=red>styleOwnScale<font
color=black>);
<span
>
<span
lang=EN-AU >Cheers,
<span
lang=EN-AU >Graham
<span
>
<span
>
<span
>-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Wednesday, 5 February 2003 3:51 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Creating an artifical security.
<span
>
<span
lang=EN-AU >Bill,
<span
>
<span
lang=EN-AU >Graham already presented the code and it is
nice.
<span
lang=EN-AU >But I started to wonder if it wouldn't be
easier for you to use
<span
lang=EN-AU >Foreign/Ref function instead. I mean
instead of creating artificial ticker
<span
lang=EN-AU >and then using it somewhere else
<span
lang=EN-AU >use
<span
>
<span
lang=EN-AU >Dummy = Ref( Foreign("Original
Security", "C" ), -1 );
<span
>
<span
lang=EN-AU >in the *final* indicator you want to
create.
<span
>
<span
lang=EN-AU >To change the last day data simply use:
<span
>
<span
lang=EN-AU >Dummy = Ref( Foreign("Original
Security", "C" ), -1 );
<span
lang=EN-AU >Dummy = IIF( Cum(1) == LastValue( Cum(1) ),
FINALDAYVALUE, Dummy );
<span
>
<span
lang=EN-AU >(in most recent version 4.28 it can be also
coded using BarIndex() :)
<span
>
<span
lang=EN-AU >Dummy = IIF( BarIndex() == LastValue(
BarIndex() ), FINALDAYVALUE, Dummy );
<span
>
<span
>
<span
lang=EN-AU >Best regards,
<span
lang=EN-AU >Tomasz Janeczko
<span
lang=EN-AU >amibroker.com
<span
lang=EN-AU >----- Original Message -----
<span
lang=EN-AU >From: <wbarack@xxxxxxxxx>
<span
lang=EN-AU >To: <amibroker@xxxxxxxxxxxxxxx>
<span
lang=EN-AU >Sent: Tuesday, February 04, 2003 9:30 PM
<span
lang=EN-AU >Subject: [amibroker] Creating an artifical
security.
<span
>
<span
>
<span
lang=EN-AU >> Help! I want to be able to create a
security that has all data
<span
lang=EN-AU >> shifted back in time by one day and
then be able to put in my best
<span
lang=EN-AU >> guess for the final day's data.
<span
lang=EN-AU >>
<span
lang=EN-AU >> Shifting can be done, I think, using
the ref function.
<span
lang=EN-AU >>
<span
lang=EN-AU >> Dummy = ref(original security,-1)
<span
lang=EN-AU >>
<span
lang=EN-AU >> But how can I plug in the final days
data. I can't quite figure that
<span
lang=EN-AU >> one out. Any great ideas out there?
<span
lang=EN-AU >>
<span
lang=EN-AU >> Bill
<span
lang=EN-AU >>
<span
lang=EN-AU >>
<span
lang=EN-AU >> Post AmiQuote-related messages ONLY
to: amiquote@xxxxxxxxxxxxxxx
<span
lang=EN-AU >> (Web page:
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lang=EN-AU >>
<span
lang=EN-AU >> Check group FAQ at:
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lang=EN-AU >>
<span
lang=EN-AU >>
<span
lang=EN-AU >>
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>
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