|
PureBytes Links
Trading Reference Links
|
Yassas Dimitris,
While your code is shorter you would have to maintain the CALCOUNTER
ticker daily. This should get you where you want to go without the
maintenance.
function Greg2Jul( d, m, y )
{
/*var y = parseFloat(cd2jdform.yearf.value)
var m = parseFloat(cd2jdform.monthf.value)
var d = parseFloat(cd2jdform.dayf.value)
var uh = parseFloat(cd2jdform.uthf.value)
var um = parseFloat(cd2jdform.utmf.value)
var us = parseFloat(cd2jdform.utsf.value)*/
uh=12;
um=0;
us=0;
extra = 100.0*y + m - 190002.5;
rjd = 367.0*y;
//rjd -= floor(7.0*(y+floor((m+9.0)/12.0))/4.0);
rjd = rjd - floor(7.0*(y+floor((m+9.0)/12.0))/4.0);
//rjd += floor(275.0*m/9.0);
rjd = rjd + floor(275.0*m/9.0);
//rjd += d;
rjd = rjd + d;
//rjd += (uh + (um + us/60.0)/60.)/24.0;
rjd = rjd + (uh + (um + us/60.0)/60.)/24.0;
//rjd += 1721013.5;
rjd = rjd + 1721013.5;
//rjd -= 0.5*extra/abs(extra);
rjd = rjd - 0.5*extra/abs(extra);
//rjd += 0.5;*/
rjd = rjd + 0.5;
return rjd;
}
C1=ValueWhen(L==Lowest(L),Cum(1));
C2=ValueWhen(L==Lowest(L),Greg2Jul( Day(), Month(), Year() ));
CAL=ValueWhen(Cum(1)==LastValue(Cum(1)),Greg2Jul( Day(), Month(), Year()
));
Filter=1;
// AddColumn(Cum(1),"");AddColumn(CAL,"");
// AddColumn(C1,"");AddColumn(C2,"");
AddColumn(Cum(1)-C1,"TR DAYS",1.0);
AddColumn(CAL-C2,"CAL DAYS",1.0);
Regards,
Peter
PS Would love to visit Greece ... was than an invite ;-)
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Thursday, May 01, 2003 5:37 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Calendar Dates vs Trading Dates
Example: we can count 140 trading and 204 calendar days from the
recent ^NDX lowest, exploring ^NDX for the n=1 last quotation with
CAL=Foreign("CALCOUNTER","V");
C1=ValueWhen(L==Lowest(L),Cum(1));
C2=ValueWhen(L==Lowest(L),CAL);
Filter=1;
// AddColumn(Cum(1),"");AddColumn(CAL,"");
// AddColumn(C1,"");AddColumn(C2,"");
AddColumn(Cum(1)-C1,"TR DAYS",1.0);
AddColumn(CAL-C2,"CAL DAYS",1.0);
DT
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Peter,
> Peter,
> A simple solution was to create in EXCEL a new ticker like
> <TICKER>,<DDMMYYY>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<VOL>
> CALCOUNTER,1/1/2000,1,1, 1,1,1
> CALCOUNTER,2/1/2000,1,1, 1,1,2
> CALCOUNTER,3/1/2000,1,1, 1,1,3
> CALCOUNTER,4/1/2000,1,1, 1,1,4
> CALCOUNTER,5/1/2000,1,1, 1,1,5
> CALCOUNTER,6/1/2000,1,1, 1,1,6
> CALCOUNTER,7/1/2000,1,1, 1,1,7
> CALCOUNTER,8/1/2000,1,1, 1,1,8
> ...
> adding +1 for every new date in Volume field and import it.
> Now, in IB I have two counters, the trading and the calendar days
with
> Plot(Cum(1),"TRADING DAYS",1,1);
> CAL=Foreign("CALCOUNTER","V");
> Plot(CAL,"CALENDAR DAYS",4,8);
> It requires the minimum [IMO] coding background.
> Its use has only historical value after the DayOfYear() built-in
> function.
> Will you visit Greece this summer ?
> Dimitris Tsokakis
>
> --- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
> wrote:
> > Dimitris and Ken,
> >
> > Also see http://groups.yahoo.com/group/amibroker/message/39320 ...
> >
> > Regards,
> > Peter
> >
> > -----Original Message-----
> > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > Sent: Wednesday, April 30, 2003 4:18 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Calendar Dates vs Trading Dates
> >
> > Ken,
> > as I wrote, the code is not perfect, missing some weekends
falling
> on
> > the beginning of the month. It was the first idea. But, in the
mean
> > time, a new DayOfYear function is available to make these
> > calculations dirrect and simple.
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx>
wrote:
> > > DT: thanks for the code....I will now compare it to
the "slightly"
> > > longer Julian code that Bob J shared and see what happens.
> > >
> > > Ken
> > >
> > > -----Original Message-----
> > > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > > Sent: Wednesday, April 30, 2003 6:23 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Re: Calendar Dates vs Trading Dates
> > >
> > > Ken,
> > > the exploration [select current stock from Jan04, 2000 till now]
> > >
> > > x=1+DateNum()-ValueWhen(Cum(1)==1,DateNum());
> > > Cond=x-Ref(x,-1)>10;
> > > diff=Cum(Cond*(x-Ref(x,-1)));
> > > Counter=x-diff+(Year()-2000)*12+Month()-1;
> > > Filter=1;
> > > AddColumn(Counter,"COUNTER",1.0);
> > > gives a good [not perfect yet] calendar counter.
> > > DT
> > > > -----Original Message-----
> > > > From: Ken Close [mailto:closeks@x...]
> > > > Sent: Tuesday, April 29, 2003 4:26 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: [amibroker] Calendar Dates vs Trading Dates
> > > >
> > > >
> > > > Thanks Bob. I hope I get something more specific. I imagine
> there
> > is
> > > > some manipulation of the DateNum() function but I have not
been
> > > able to
> > > > figure it out.
> > > >
> > > > Ken
> > > >
> > > > -----Original Message-----
> > > > From: Bob Jagow [mailto:bjagow@x...]
> > > > Sent: Tuesday, April 29, 2003 4:34 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: [amibroker] Calendar Dates vs Trading Dates
> > > >
> > > > I don't believe AB has a clue re calendar vs. trading days;
you
> > > need the
> > > > difference in Julian days.
> > > > If you don't want to use a JDay dll and only need to know,
for
> > > example,
> > > > when the .75% Fido commission expires, consider a 30 days
> > > > has Sept.... lookup.
> > > >
> > > > Bob
> > > >
> > > > -----Original Message-----
> > > > From: Ken Close [mailto:closeks@x...]
> > > > Sent: Tuesday, April 29, 2003 1:10 PM
> > > > To: AmiBroker List
> > > > Subject: [amibroker] Calendar Dates vs Trading Dates
> > > >
> > > >
> > > > Help....I want to count the number of calendar days since a
buy
> or
> > > > short...
> > > >
> > > > I have read msg # 16104 about creating a For loop inside a
> > Jscript,
> > > but
> > > > frankly can not understand what it is advising.
> > > >
> > > > Can someone show me a simple way to determine the number of
> > calendar
> > > > days that have elapsed? Maybe the new For loop can help?
> > > >
> > > > I want to code in a "close trade" flag if there are more than
x
> > > number
> > > > of calendar days since the trade was initiated. Because of
> other
> > > > aspects of the code, I do not want to (can not) use the dll
> time
> > > stop
> > > > that is in the files area.
> > > >
> > > > Any help would really be appreciated.
> > > >
> > > > Ken
> > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > > > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > > > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > > http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> > > http://docs.yahoo.com/info/terms/
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/KXUxcA/fNtFAA/uetFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|