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[amibroker] Re: Creating an artifical security.



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Tomasz, Graham, Dingo

Thank you for all your input. It certainly opened up more options 
than I can quickly digest, but that is just a matter of my spending 
time with the code.

Once again, I am totally impressed with the knowledge and willingness 
to share that I have found on this board and in the AB community in 
general. Hopefully, I will someday be able to return the favors.

Thanks again

Bill

--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanag@xxxx> wrote:
> 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.
> 
>  
> 
> Cheers,
> 
> Graham
> 
>  
> 
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...] 
> Sent: Wednesday, 5 February 2003 4:45 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Creating an artifical security.
> 
>  
> 
> Graham,
> 
>  
> 
> By the way DateNum()==LastValue(DateNum())
> 
> works good for EOD only databases.
> 
>  
> 
> To make it work for all databases (including intraday) you would 
either
> use
> 
> Cum(1) == LastValue( Cum(1) )
> 
>  
> 
> or (in newer versions):
> 
> DateTime() == LastValue(DateTime())
> 
>  
> 
> or 
> 
> BarIndex() == LastValue(BarIndex()) 
> 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> 
> ----- Original Message ----- 
> 
> From: Graham <mailto:gkavanag@x...>  
> 
> To: amibroker@xxxxxxxxxxxxxxx 
> 
> Sent: Wednesday, February 05, 2003 9:30 AM
> 
> Subject: RE: [amibroker] Creating an artifical security.
> 
>  
> 
> Thanks for the compliment Tomasz
> 
> 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 :-)
> 
>  
> 
> //allow for minimum trading ticks
> 
> tick = 0.5;
> 
>  
> 
> xo = LastValue(O);
> 
> do = round(xo*0.2);
> 
> O =
> IIf(DateNum()==LastValue(DateNum()),Param("O",xo,xo-
do,xo+do,tick),Ref(O
> ,1));
> 
> xh = LastValue(H);
> 
> dh = round(xh*0.2);
> 
> H =
> IIf(DateNum()==LastValue(DateNum()),Param("H",xh,xh-
dh,xh+dh,tick),Ref(H
> ,1));
> 
> xl= LastValue(L);
> 
> dl = round(xl*0.2);
> 
> L =
> IIf(DateNum()==LastValue(DateNum()),Param("L",xl,xl-
dl,xl+dl,tick),Ref(L
> ,1));
> 
> xc = LastValue(C);
> 
> dc = round(xc*0.2);
> 
> C =
> IIf(DateNum()==LastValue(DateNum()),Param("C",xc,xc-
dc,xc+dc,tick),Ref(C
> ,1));
> 
>  
> 
>  
> 
> Plot( EMA (C,10),"EMA",colorBlue,styleLine);
> 
> Plot(C,"chart",colorBlack,styleCandle);
> 
> Plot(StochD(14),"stochD",colorGreen,styleLine+styleOwnScale);
> 
> Plot(StochK(14),"stochK",colorRed,styleLine+styleOwnScale);
> 
>  
> 
> Cheers,
> 
> Graham
> 
>  
> 
>  
> 
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...] 
> Sent: Wednesday, 5 February 2003 3:51 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Creating an artifical security.
> 
>  
> 
> Bill,
> 
>  
> 
> Graham already presented the code and it is nice.
> 
> But I started to wonder if it wouldn't be easier for you to use 
> 
> Foreign/Ref function instead. I mean instead of creating artificial
> ticker
> 
> and then using it somewhere else
> 
> use
> 
>  
> 
> Dummy = Ref( Foreign("Original Security", "C" ), -1 );
> 
>  
> 
> in the *final* indicator you want to create.
> 
>  
> 
> To change the last day data simply use:
> 
>  
> 
> Dummy = Ref( Foreign("Original Security", "C" ), -1 );
> 
> Dummy = IIF( Cum(1) == LastValue( Cum(1) ), FINALDAYVALUE, Dummy );
> 
>  
> 
> (in most recent version 4.28 it can be also coded using BarIndex
() :)
> 
>  
> 
> Dummy = IIF( BarIndex() == LastValue( BarIndex() ), FINALDAYVALUE, 
Dummy
> );
> 
>  
> 
>  
> 
> Best regards,
> 
> Tomasz Janeczko
> 
> amibroker.com
> 
> ----- Original Message ----- 
> 
> From: <wbarack@xxxx>
> 
> To: <amibroker@xxxxxxxxxxxxxxx>
> 
> Sent: Tuesday, February 04, 2003 9:30 PM
> 
> Subject: [amibroker] Creating an artifical security.
> 
>  
> 
>  
> 
> > Help! I want to be able to create a security that has all data 
> 
> > shifted back in time by one day and then be able to put in my 
best 
> 
> > guess for the final day's data.
> 
> > 
> 
> > Shifting can be done, I think, using the ref function.
> 
> > 
> 
> > Dummy = ref(original security,-1)
> 
> > 
> 
> > But how can I plug in the final days data. I can't quite figure 
that 
> 
> > one out. Any great ideas out there?
> 
> > 
> 
> > Bill
> 
> > 
> 
> > 
> 
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> > 
> 
> > 
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