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RE: [amibroker] Creating an artifical security.



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Thanks for 
your interesting work Graham,
<FONT face="Comic Sans MS" 
size=2> 
One thing 
I noticed is that the most recent quotation of the "C" price plot is (sometimes) 
way out of sync. It's ok on some occasions but if you click a few of the tickers 
in the workspace you'll see it get way of of sync.
<FONT face="Comic Sans MS" 
size=2> 
See attach 
screen-print.
<FONT face="Comic Sans MS" 
size=2> 
<FONT face="Comic Sans MS" 
size=2>Regards,
William 
Peters
<FONT face="Comic Sans MS" 
size=2> 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Graham 
[mailto:gkavanag@xxxxxxxxxxxxxx]Sent: Wednesday 5, February 2003 
12:31 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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<SPAN lang=EN-AU 
>);
<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 
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<SPAN lang=EN-AU 
>> 
<SPAN lang=EN-AU 
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>> 
<SPAN lang=EN-AU 
>> 
<SPAN lang=EN-AU 
> 
<SPAN lang=EN-AU 
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