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Peter,
You may create my CALCOUNTER ticker once, say from 1/1/2000 till
31/12/2010 and update it by the 1st of 2011, supposed we will be
healthy and happy [and still creative] this great day.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "bluesinvestor" <investor@xxxx>
wrote:
> 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@x...]
> 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
> > > > >
> > > > >
> > > > >
> > > > >
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> > > > >
> > > > >
> > > > >
> > > > >
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>
>
>
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