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I'd
like to add my thanks to Graham and TJ.
<FONT face=Arial color=#0000ff
size=2>
This
is great stuff and I had been wondering how to do something like this for a long
time!
<FONT face=Arial color=#0000ff
size=2>
Thanks
also to Bll for bringing this up!!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx] Sent: Wednesday, February 05, 2003 3:45
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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 Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gkavanag@xxxxxxxxxxxxxx
href="">Graham
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, February 05, 2003 9:30
AM
Subject: RE: [amibroker] Creating an
artifical security.
<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 <SPAN lang=EN-AU
>J
<SPAN lang=EN-AU
>
<SPAN
lang=EN-AU
>//allow
for minimum trading ticks
<SPAN
lang=EN-AU
>tick =
<SPAN lang=EN-AU
>0.5<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>;
<SPAN
lang=EN-AU
>
<SPAN
lang=EN-AU
>xo =
<SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>O<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>do =
<SPAN lang=EN-AU
>round<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(xo*<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>0.2<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>O<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
> =
<SPAN lang=EN-AU
>IIf<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()==<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Param<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=#cc4466 size=2><SPAN lang=EN-AU
>"O"<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,xo,xo-do,xo+do,tick),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Ref<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>O<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>1<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>));
<SPAN
lang=EN-AU
>xh =
<SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>H<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>dh =
<SPAN lang=EN-AU
>round<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(xh*<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>0.2<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>H<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
> =
<SPAN lang=EN-AU
>IIf<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()==<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Param<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=#cc4466 size=2><SPAN lang=EN-AU
>"H"<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,xh,xh-dh,xh+dh,tick),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Ref<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>H<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>1<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>));
<SPAN
lang=EN-AU
>xl=
<SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>L<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>dl =
<SPAN lang=EN-AU
>round<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(xl*<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>0.2<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>L<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
> =
<SPAN lang=EN-AU
>IIf<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()==<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Param<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=#cc4466 size=2><SPAN lang=EN-AU
>"L"<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,xl,xl-dl,xl+dl,tick),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Ref<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>L<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>1<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>));
<SPAN
lang=EN-AU
>xc =
<SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>C<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>dc =
<SPAN lang=EN-AU
>round<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(xc*<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>0.2<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>C<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
> =
<SPAN lang=EN-AU
>IIf<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()==<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>LastValue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>DateNum<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>()),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Param<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=#cc4466 size=2><SPAN lang=EN-AU
>"C"<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,xc,xc-dc,xc+dc,tick),<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>Ref<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>C<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>1<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>));
<SPAN
lang=EN-AU
>
<SPAN
lang=EN-AU
>
<SPAN
lang=EN-AU
>Plot<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(
<SPAN lang=EN-AU
>EMA<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>
(<SPAN lang=EN-AU
>C<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>10<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>),<FONT
face="Courier New" color=#cc4466 size=2><SPAN lang=EN-AU
>"EMA"<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>colorBlue<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>styleLine<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>Plot<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>C<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=#cc4466 size=2><SPAN lang=EN-AU
>"chart"<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>colorBlack<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>styleCandle<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU
>Plot<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=blue size=2><SPAN lang=EN-AU
>StochD<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>(<FONT
face="Courier New" color=fuchsia size=2><SPAN lang=EN-AU
>14<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>),<FONT
face="Courier New" color=#cc4466 size=2><SPAN lang=EN-AU
>"stochD"<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>colorGreen<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>,<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>styleLine<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>+<FONT
face="Courier New" color=red size=2><SPAN lang=EN-AU
>styleOwnScale<FONT
face="Courier New" color=black size=2><SPAN lang=EN-AU
>);
<SPAN
lang=EN-AU >Plot<FONT
color=black>(<FONT
color=blue>StochK<FONT
color=black>(<FONT
color=fuchsia>14<FONT
color=black>),<FONT
color=#cc4466><SPAN lang=EN-AU
>"stochK"<SPAN
lang=EN-AU >,<SPAN
lang=EN-AU >colorRed<SPAN
lang=EN-AU >,<SPAN
lang=EN-AU >styleLine<SPAN
lang=EN-AU >+<SPAN
lang=EN-AU >styleOwnScale<FONT
color=black>);
<SPAN
lang=EN-AU >
<SPAN lang=EN-AU
>Cheers,
<SPAN lang=EN-AU
>Graham
<SPAN lang=EN-AU
>
<SPAN lang=EN-AU
>
<SPAN
>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx] Sent: Wednesday, 5 February 2003 3:51
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Creating an
artifical security.
<SPAN lang=EN-AU
>
<SPAN lang=EN-AU
>Bill,
<SPAN lang=EN-AU
>
<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 lang=EN-AU
>
<SPAN lang=EN-AU
>Dummy = Ref( Foreign("Original Security", "C" ), -1
);
<SPAN lang=EN-AU
>
<SPAN lang=EN-AU
>in the *final* indicator you want to
create.
<SPAN lang=EN-AU
>
<SPAN lang=EN-AU
>To change the last day data simply
use:
<SPAN lang=EN-AU
>
<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 lang=EN-AU
>
<SPAN lang=EN-AU
>(in most recent version 4.28 it can be also coded
using BarIndex() :)
<SPAN lang=EN-AU
>
<SPAN lang=EN-AU
>Dummy = IIF( BarIndex() == LastValue( BarIndex() ),
FINALDAYVALUE, Dummy );
<SPAN lang=EN-AU
>
<SPAN lang=EN-AU
>
<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 lang=EN-AU
>
<SPAN lang=EN-AU
>
<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:
http://groups.yahoo.com/group/amiquote/messages/)
<SPAN lang=EN-AU
>>
<SPAN lang=EN-AU
>> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
<SPAN lang=EN-AU
>>
<SPAN lang=EN-AU
>> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
<SPAN lang=EN-AU
>>
<SPAN lang=EN-AU
>>
<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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<SPAN lang=EN-AU
>
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>Check group FAQ at:
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